A priori estimates of smoothness of solutions to difference Bellman equations with linear and quasi-linear operators

N. V. Krylov

doi:10.1090/S0025-5718-07-01953-9

A priori estimates of smoothness of solutions to difference Bellman equations with linear and quasi-linear operators

N. V. Krylov

School of Mathematics

Research output: Contribution to journal › Article › peer-review

10 Scopus citations

Abstract

A priori estimates for finite-difference approximations for the first and second-order derivatives are obtained for solutions of parabolic equations described in the title.

Original language	English (US)
Pages (from-to)	669-698
Number of pages	30
Journal	Mathematics of Computation
Volume	76
Issue number	258
DOIs	https://doi.org/10.1090/S0025-5718-07-01953-9
State	Published - Apr 2007

Keywords

Bellman equations
Finite-difference approximations
Fully nonlinear equations

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10.1090/S0025-5718-07-01953-9

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title = "A priori estimates of smoothness of solutions to difference Bellman equations with linear and quasi-linear operators",

abstract = "A priori estimates for finite-difference approximations for the first and second-order derivatives are obtained for solutions of parabolic equations described in the title.",

keywords = "Bellman equations, Finite-difference approximations, Fully nonlinear equations",

author = "Krylov, {N. V.}",

year = "2007",

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doi = "10.1090/S0025-5718-07-01953-9",

language = "English (US)",

volume = "76",

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journal = "Mathematics of Computation",

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publisher = "American Mathematical Society",

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T1 - A priori estimates of smoothness of solutions to difference Bellman equations with linear and quasi-linear operators

AU - Krylov, N. V.

PY - 2007/4

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N2 - A priori estimates for finite-difference approximations for the first and second-order derivatives are obtained for solutions of parabolic equations described in the title.

AB - A priori estimates for finite-difference approximations for the first and second-order derivatives are obtained for solutions of parabolic equations described in the title.

KW - Bellman equations

KW - Finite-difference approximations

KW - Fully nonlinear equations

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JO - Mathematics of Computation

JF - Mathematics of Computation

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ER -

A priori estimates of smoothness of solutions to difference Bellman equations with linear and quasi-linear operators

Abstract

Keywords

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