High-order filtered schemes for time-dependent second order HJB equations

Author： Bokanowski Olivier   Picarelli Athena   Reisinger Christoph  

Publisher： Edp Sciences

E-ISSN： 1290-3841|52|1|69-97

ISSN： 0764-583x

Source： ESAIM: Mathematical Modelling and Numerical Analysis, Vol.52, Iss.1, 2018-05, pp. : 69-97

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