Error estimates for approximations of nonlinear uniformly parabolic equations
Author:
Publisher
Springer Science and Business Media LLC
Subject
Applied Mathematics,Analysis
Link
http://link.springer.com/content/pdf/10.1007/s00030-014-0286-x.pdf
Reference27 articles.
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3. Barles, G., Jakobsen, E.R.: Error bounds for monotone approximation schemes for Hamilton–Jacobi–Bellman equations. SIAM J. Numer. Anal. 43(2), 540–558 (2005)
4. Barles, G., Jakobsen, E.R.: Error bounds for monotone approximation schemes for parabolic Hamilton–Jacobi–Bellman equations. Math. Comp. 76(260), 1861–1893 (2007) (electronic)
5. Barles, G., Souganidis, P.E.: Convergence of approximation schemes for fully nonlinear second order equations. Asymptotic Anal. 4(3), 271–283 (1991)
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