Mathematics of Computation

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

Author(s): N. V. Krylov.
Journal: Math. Comp. 76 (2007), 669-698.
MSC (2000): Primary 65M15, 35J60, 93E20
Posted: January 8, 2007
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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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Retrieve articles in Mathematics of Computation with MSC (2000): 65M15, 35J60, 93E20

N. V. Krylov
Affiliation: Department of Mathematics, University of Minnesota, 127 Vincent Hall, Minneapolis, Minnesota 55455
Email: krylov@math.umn.edu

DOI: 10.1090/S0025-5718-07-01953-9
PII: S 0025-5718(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
Posted: January 8, 2007
Additional Notes: The work was partially supported by NSF Grant DMS-0140405
Copyright of article: Copyright 2007, American Mathematical Society

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