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
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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