Abstract
Elliptic Bellman equations with coefficients independent of the variable x are considered. Error bounds for certain types of finite-difference schemes are obtained. These estimates are sharper than the earlier results in Krylov’s article of 1997.
Original language | English (US) |
---|---|
Pages (from-to) | 295-313 |
Number of pages | 19 |
Journal | St. Petersburg Mathematical Journal |
Volume | 17 |
Issue number | 2 |
DOIs | |
State | Published - 2006 |
Keywords
- Bellman equations
- Finite-difference approximations
- Fully nonlinear equations