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

Krylov, N.

doi:10.1090/S0025-5718-07-01953-9

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: 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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