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

Krylov, N.

doi:10.1090/S0025-5718-2013-02684-1

Interior estimates for second-order differences of solutions of finite-difference elliptic Bellman’s equations
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by N. V. Krylov

Math. Comp. 82 (2013), 1463-1487

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

Published electronically: March 5, 2013

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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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