Error estimates for a class of finite difference-quadrature schemes for fully nonlinear degenerate parabolic integro-PDES

Journal of Hyperbolic Differential Equations

Volumn 5, Issue 1, 2008, Pages 187-219

  Biswas, Imran H ^a   Jakobsen, Esten R ^b   Karlsen, Kenneth H ^a  

^a UNIVERSITY OF OSLO   (Norway)

^b NORWEGIAN UNIVERSITY OF SCIENCE AND TECHNOLOGY   (Norway)

Author keywords

Bellman equation; Error estimate; Integro partial differential equation; L vy process; Stochastic optimal control; Vinite difference scheme; Viscosity solution

Indexed keywords

EID: 44049094717     PISSN: 02198916     EISSN: None     Source Type: Journal    
DOI: 10.1142/S0219891608001416     Document Type: Article

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