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Mathematics of Computation

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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
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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Additional Information

N. V. Krylov
Affiliation: Department of Mathematics, University of Minnesota, 127 Vincent Hall, Minneapolis, Minnesota 55455

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