Interior Estimates for the First-Order Differences for Finite-Difference Approximations for Elliptic Bellman's Equations

Krylov NV

Applied Mathematics and Optimization, Vol.65, No.3, 349-370, 2012

DOI10.1007/s00245-011-9159-4 Export Citation

Interior Estimates for the First-Order Differences for Finite-Difference Approximations for Elliptic Bellman's Equations

Krylov NV

We establish interior estimates for the first-order finite differences of solutions of finite-difference approximations for uniformly elliptic Bellman's equations.

Keywords:Fully nonlinear elliptic equations;Bellman's equations;Finite differences