Error estimates for approximations of nonhomogeneous nonlinear uniformly elliptic equations
Author:
Publisher
Springer Science and Business Media LLC
Subject
Applied Mathematics,Analysis
Link
http://link.springer.com/content/pdf/10.1007/s00526-015-0890-6.pdf
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3. Barles, G., Souganidis, P.E.: Convergence of approximation schemes for fully nonlinear second order equations. Asymptotic Anal. 4(3), 271–283 (1991)
4. Bonnans, J.F., Maroso, S., Zidani, H.: Error estimates for stochastic differential games: the adverse stopping case. IMA J. Numer. Anal. 26(1), 188–212 (2006)
5. Caffarelli, L.A., Cabre, X.: Fully nonlinear elliptic equations. American Mathematical Society Colloquium Publications, vol. 43. American Mathematical Society, Providence (1995)
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