ERROR ESTIMATES FOR A CLASS OF FINITE DIFFERENCE-QUADRATURE SCHEMES FOR FULLY NONLINEAR DEGENERATE PARABOLIC INTEGRO-PDES

DOI10.1142/S0219891608001416zbMath1170.65102OpenAlexW2037367558MaRDI QIDQ3520561

Imran H. Biswas, Espen R. Jakobsen, Kenneth Hvistendahl Karlsen

Publication date: 26 August 2008

Published in: Journal of Hyperbolic Differential Equations (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1142/s0219891608001416

zbMATH Keywords

Bellman equationviscosity solutionstochastic optimal controlerror estimatefinite difference schemesLévy processnonlinear degenerate parabolic integro-partial differential equations

Mathematics Subject Classification ID

Numerical methods for integral equations (65R20) Integro-partial differential equations (45K05) Viscosity solutions to Hamilton-Jacobi equations in optimal control and differential games (49L25)

Related Items (5)

On the Rate of Convergence for Monotone Numerical Schemes for Nonlocal Isaacs Equations ⋮ Classification of global dynamics of competition models with nonlocal dispersals. I: Symmetric kernels ⋮ Homogenization of random convolution energies ⋮ On a nonlocal diffusion model with Neumann boundary conditions ⋮ The Bernstein technique for integro-differential equations

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