Abstract.
The estimates presented here for parabolic Bellman's equations with variable coefficients extend the ones earlier obtained for constant coefficients.
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Received: 24 August 1998 / Revised version: 11 May 1999 / Published online: 30 March 2000
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Krylov, N. On the rate of convergence of finite-difference approximations for Bellmans equations with variable coefficients. Probab Theory Relat Fields 117, 1–16 (2000). https://doi.org/10.1007/s004400050264
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DOI: https://doi.org/10.1007/s004400050264
Keywords
- Variable Coefficient
- Constant Coefficient
- Bellmans Equation