A priori estimates of smoothness of solutions to difference Bellman equations with linear and quasi-linear operators

Author:
N. V. Krylov

Journal:
Math. Comp. **76** (2007), 669-698

MSC (2000):
Primary 65M15, 35J60, 93E20

DOI:
https://doi.org/10.1090/S0025-5718-07-01953-9

Published electronically:
January 8, 2007

MathSciNet review:
2291833

Full-text PDF

Abstract | References | Similar Articles | Additional Information

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.

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Additional Information

**N. V. Krylov**

Affiliation:
Department of Mathematics, University of Minnesota, 127 Vincent Hall, Minneapolis, Minnesota 55455

Email:
krylov@math.umn.edu

DOI:
https://doi.org/10.1090/S0025-5718-07-01953-9

Keywords:
Finite-difference approximations,
Bellman equations,
fully nonlinear equations.

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

Article copyright:
© Copyright 2007
American Mathematical Society