Pages that link to "Item:Q943366"

The following pages link to Error estimates for approximate solutions to Bellman equations associated with controlled jump-diffusions (Q943366):

Displaying 16 items.

• Convergence of a semi-discretization scheme for the Hamilton-Jacobi equation: a new approach with the adjoint method (Q465047) (← links)
• On finite-difference approximations for normalized Bellman equations (Q843969) (← links)
• On the LP formulation in measure spaces of optimal control problems for jump-diffusions (Q888805) (← links)
• Numerical solution of two asset jump diffusion models for option valuation (Q928833) (← links)
• Sharp Green function estimates for \(\Delta + \delta ^{\alpha /2}\) in \(C^{1,1}\) open sets and their applications (Q1928867) (← links)
• Local versus nonlocal elliptic equations: short-long range field interactions (Q2037290) (← links)
• On numerical methods and error estimates for degenerate fractional convection-diffusion equations (Q2510401) (← links)
• Boundary Harnack principle for \(\Delta +\Delta ^{\alpha /2}\) (Q2841349) (← links)
• (Q3592246) (← links)
• Robust Numerical Methods for Nonlocal (and Local) Equations of Porous Medium Type. Part II: Schemes and Experiments (Q4562245) (← links)
• Convergence Rate of an Explicit Finite Difference Scheme for a Credit Rating Migration Problem (Q4581765) (← links)
• On the Rate of Convergence for Monotone Numerical Schemes for Nonlocal Isaacs Equations (Q4633793) (← links)
• Robust Numerical Methods for Nonlocal (and Local) Equations of Porous Medium Type. Part I: Theory (Q5235476) (← links)
• Stability of Merton's portfolio optimization problem for Lévy models (Q5410812) (← links)
• On numerical approximations of fractional and nonlocal mean field games (Q6047304) (← links)
• Regularity results for mixed local and nonlocal double phase functionals (Q6667444) (← links)