Add to ORKGWe derive error estimates for finite difference-quadrature schemes approximating viscosity solutions of nonlinear degenerate parabolic integro-PDEs with variable diffusion coefficients. The relevant equations can be viewed as Bellman equations associated to a class of controlled jump-diffusion (Lévy) processes. Our results cover both finite and infinite activity cases
We analyze the convergence of a numerical scheme for a class of degenerate parabolic problems modell...
We analyze the convergence of a numerical scheme for a class of degenerate parabolic problems modell...
We analyze the convergence of a numerical scheme for a class of degenerate parabolic problems modell...
Abstract. Error estimates are derived for a class of monotone finite difference-quadrature schemes a...
We derive error estimates for certain approximate solutions of Bellman equations associated to a cla...
We derive error estimates for approximate (viscosity) solutions of Bellman equations associated to c...
We derive error estimates for approximate (viscosity) solutions of Bellman equations associated to c...
Abstract. We derive error estimates for approximate (viscosity) solutions of Bellman equations assoc...
Summary. We study the numerical approximation of viscosity solutions for integro-differential, possi...
We consider first-order finite difference schemes for a nonlinear degenerate convection-diffusion eq...
Two explicit error representation formulas are derived for degenerate parabolic PDEs, which are base...
AbstractIn this paper, we establish error bound analysis for a finite-difference approximation to th...
We study the effect of numerical quadrature in space on semidiscrete and fully discrete piecewise-li...
We analyze the convergence of a numerical scheme for a class of degenerate parabolic problems modell...
estimates for finite difference-quadrature schemes for a class of nonlocal Bellman equations with va...
We analyze the convergence of a numerical scheme for a class of degenerate parabolic problems modell...
We analyze the convergence of a numerical scheme for a class of degenerate parabolic problems modell...
We analyze the convergence of a numerical scheme for a class of degenerate parabolic problems modell...
Abstract. Error estimates are derived for a class of monotone finite difference-quadrature schemes a...
We derive error estimates for certain approximate solutions of Bellman equations associated to a cla...
We derive error estimates for approximate (viscosity) solutions of Bellman equations associated to c...
We derive error estimates for approximate (viscosity) solutions of Bellman equations associated to c...
Abstract. We derive error estimates for approximate (viscosity) solutions of Bellman equations assoc...
Summary. We study the numerical approximation of viscosity solutions for integro-differential, possi...
We consider first-order finite difference schemes for a nonlinear degenerate convection-diffusion eq...
Two explicit error representation formulas are derived for degenerate parabolic PDEs, which are base...
AbstractIn this paper, we establish error bound analysis for a finite-difference approximation to th...
We study the effect of numerical quadrature in space on semidiscrete and fully discrete piecewise-li...
We analyze the convergence of a numerical scheme for a class of degenerate parabolic problems modell...
estimates for finite difference-quadrature schemes for a class of nonlocal Bellman equations with va...
We analyze the convergence of a numerical scheme for a class of degenerate parabolic problems modell...
We analyze the convergence of a numerical scheme for a class of degenerate parabolic problems modell...
We analyze the convergence of a numerical scheme for a class of degenerate parabolic problems modell...