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MR2334605 65M06 (35K55 93E20)
Dong, Hongjie; Krylov, Nicolai V. The rate of convergence of finite-difference approximations for parabolic Bellman equations with Lipschitz coefficients in cylindrical domains. Appl. Math. Optim. 56 (2007), no. 1, 37–66.
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