The mixed finite element method for Hamilton-Jacobi-Bellman equations (Q2765627)
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scientific article; zbMATH DE number 1694916
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The mixed finite element method for Hamilton-Jacobi-Bellman equations |
scientific article; zbMATH DE number 1694916 |
Statements
24 January 2002
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nonlinear parabolic equation
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semidiscretization
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mixed finite element method
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stochastic differential equations
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mathematical finance
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Hamilton-Jacobi-Bellman equations
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error estimates
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The mixed finite element method for Hamilton-Jacobi-Bellman equations (English)
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