A priori estimates of smoothness of solutions to difference Bellman equations with linear and quasi-linear operators

被引：10

作者：

Krylov, N. V. ^{[1
]}

机构：

[1] Univ Minnesota, Dept Math, Minneapolis, MN 55455 USA

来源：

MATHEMATICS OF COMPUTATION | 2007年 / 76卷 / 258期

基金：

美国国家科学基金会;

关键词：

finite-difference approximations; Bellman equations; fully nonlinear equations;

D O I：

10.1090/S0025-5718-07-01953-9

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

A priori estimates for finite-difference approximations for the first and second-order derivatives are obtained for solutions of parabolic equations described in the title.

引用

页码：669 / 698

页数：30

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