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Interior Estimates for the First-Order Differences for Finite-Difference Approximations for Elliptic Bellman’s Equations

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Abstract

We establish interior estimates for the first-order finite differences of solutions of finite-difference approximations for uniformly elliptic Bellman’s equations.

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Authors and Affiliations

  1. University of Minnesota, 127 Vincent Hall, Minneapolis, MN, 55455, USA

    N. V. Krylov

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  1. N. V. Krylov
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Correspondence to N. V. Krylov.

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The author was partially supported by NSF Grant DMS-0653121.

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Krylov, N.V. Interior Estimates for the First-Order Differences for Finite-Difference Approximations for Elliptic Bellman’s Equations. Appl Math Optim 65, 349–370 (2012). https://doi.org/10.1007/s00245-011-9159-4

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  • DOI: https://doi.org/10.1007/s00245-011-9159-4

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