Interior Estimates for second-order differences of solutions Of finite-difference elliptic Bellman'S equations

N. V. Krylov

doi:10.1090/S0025-5718-2013-02684-1

Interior Estimates for second-order differences of solutions Of finite-difference elliptic Bellman'S equations

N. V. Krylov

School of Mathematics

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

1 Scopus citations

Abstract

We establish interior estimates for the second-order finite differences of solutions of finite-difference approximations for uniformly elliptic Bellman's equations.

Original language	English (US)
Pages (from-to)	1463-1487
Number of pages	25
Journal	Mathematics of Computation
Volume	82
Issue number	283
DOIs	https://doi.org/10.1090/S0025-5718-2013-02684-1
State	Published - May 30 2013

Keywords

Bellman's equations
Finite differences
Fully nonlinear elliptic equations

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10.1090/S0025-5718-2013-02684-1

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title = "Interior Estimates for second-order differences of solutions Of finite-difference elliptic Bellman'S equations",

abstract = "We establish interior estimates for the second-order finite differences of solutions of finite-difference approximations for uniformly elliptic Bellman's equations.",

keywords = "Bellman's equations, Finite differences, Fully nonlinear elliptic equations",

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

year = "2013",

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doi = "10.1090/S0025-5718-2013-02684-1",

language = "English (US)",

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T1 - Interior Estimates for second-order differences of solutions Of finite-difference elliptic Bellman'S equations

AU - Krylov, N. V.

PY - 2013/5/30

Y1 - 2013/5/30

N2 - We establish interior estimates for the second-order finite differences of solutions of finite-difference approximations for uniformly elliptic Bellman's equations.

AB - We establish interior estimates for the second-order finite differences of solutions of finite-difference approximations for uniformly elliptic Bellman's equations.

KW - Bellman's equations

KW - Finite differences

KW - Fully nonlinear elliptic equations

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SN - 0025-5718

VL - 82

SP - 1463

EP - 1487

JO - Mathematics of Computation

JF - Mathematics of Computation

IS - 283

ER -

Interior Estimates for second-order differences of solutions Of finite-difference elliptic Bellman'S equations

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