On the rate of convergence of the finite-difference approximations for parabolic Bellman equations with constant coefficients

Jun Luo, Nicolai V Krylov

Research output: Contribution to journalArticlepeer-review

2 Scopus citations

Fingerprint

Dive into the research topics of 'On the rate of convergence of the finite-difference approximations for parabolic Bellman equations with constant coefficients'. Together they form a unique fingerprint.

Mathematics

Engineering & Materials Science