The Rate of Convergence of Finite-Difference Approximations for Bellman Equations with Lipschitz Coefficients
The Rate of Convergence of Finite-Difference Approximations for Bellman Equations with Lipschitz Coefficients
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DOI：
10.1007/s00245-005-0832-3
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发表时间：
2004-11
影响因子：
1.8
通讯作者：
N. Krylov
中科院分区：
文献类型：
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作者：
N. Krylov
We consider parabolic Bellman equations with Lipschitz coefficients. Error bounds of orderfor certain types of finite-difference schemes are obtained.
