The mixed finite element method for Hamilton-Jacobi-Bellman equations (Q2765627)

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scientific article; zbMATH DE number 1694916
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The mixed finite element method for Hamilton-Jacobi-Bellman equations
scientific article; zbMATH DE number 1694916

    Statements

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    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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