A priori estimates of smoothness of solutions to difference Bellman equations with linear and quasi-linear operators
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- by N. V. Krylov PDF
- Math. Comp. 76 (2007), 669-698 Request permission
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.References
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Additional Information
- N. V. Krylov
- Affiliation: Department of Mathematics, University of Minnesota, 127 Vincent Hall, Minneapolis, Minnesota 55455
- MR Author ID: 189683
- Email: krylov@math.umn.edu
- Received by editor(s): November 13, 2005
- Received by editor(s) in revised form: May 14, 2006
- Published electronically: January 8, 2007
- Additional Notes: The work was partially supported by NSF Grant DMS-0140405
- © Copyright 2007 American Mathematical Society
- Journal: Math. Comp. 76 (2007), 669-698
- MSC (2000): Primary 65M15, 35J60, 93E20
- DOI: https://doi.org/10.1090/S0025-5718-07-01953-9
- MathSciNet review: 2291833