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 | |
| State | Published - Apr 2007 |
Keywords
- Bellman equations
- Finite-difference approximations
- Fully nonlinear equations
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