The Rate of Convergence of Finite-Difference Approximations for Parabolic Bellman Equations with Lipschitz Coefficients in Cylindrical Domains

Author: Dong Hongjie   Krylov Nicolai V.  

Publisher: Springer Publishing Company

ISSN: 0095-4616

Source: Applied Mathematics and Optimization, Vol.56, Iss.1, 2007-06, pp. : 37-66

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