A monotone scheme for \(\mathrm{G}\)-equations with application to the explicit convergence rate of robust central limit theorem

DOI10.1016/j.jde.2024.03.013zbMath1539.6002MaRDI QIDQ6540466

Shuo Huang, Gechun Liang

Publication date: 15 May 2024

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

zbMATH Keywords

Black-Scholes-Barenblatt equationsublinear expectationmonotone schemeG-distributionG-equationrobust central limit theorem

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Applications of stochastic analysis (to PDEs, etc.) (60H30) Error bounds for initial value and initial-boundary value problems involving PDEs (65M15) Viscosity solutions to PDEs (35D40)

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