Interior estimates for second-order differences of solutions of finite-difference elliptic Bellman's equations

Author:
N. V. Krylov

Journal:
Math. Comp. **82** (2013), 1463-1487

MSC (2010):
Primary 35J60, 39A14

Published electronically:
March 5, 2013

MathSciNet review:
3042571

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Abstract | References | Similar Articles | Additional Information

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

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Additional Information

**N. V. Krylov**

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

Email:
krylov@math.umn.edu

DOI:
https://doi.org/10.1090/S0025-5718-2013-02684-1

Keywords:
Fully nonlinear elliptic equations,
Bellman’s equations,
finite differences

Received by editor(s):
March 29, 2011

Received by editor(s) in revised form:
November 25, 2011

Published electronically:
March 5, 2013

Additional Notes:
The author was partially supported by NSF Grant DMS-0653121

Article copyright:
© Copyright 2013
American Mathematical Society

The copyright for this article reverts to public domain 28 years after publication.