Applied Mathematics & Optimization

, Volume 65, Issue 3, pp 349–370

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

Authors

Article

DOI: 10.1007/s00245-011-9159-4

Cite this article as:
Krylov, N.V. Appl Math Optim (2012) 65: 349. doi:10.1007/s00245-011-9159-4

Abstract

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

Keywords

Fully nonlinear elliptic equationsBellman’s equationsFinite differences

Copyright information

© Springer Science+Business Media, LLC 2011