Abstract
The estimates presented here for parabolic Bellman's equations with variable coefficients extend the ones earlier obtained for constant coefficients.
Original language | English (US) |
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Pages (from-to) | 1-16 |
Number of pages | 16 |
Journal | Probability Theory and Related Fields |
Volume | 117 |
Issue number | 1 |
DOIs | |
State | Published - May 2000 |
Keywords
- Bellman's equations
- Finite-difference approximations
- Fully nonlinear equations