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20042025
most citedOn the rate of convergence of finite-difference approximations for elliptic Isaacs equations in smooth domains

2 citations · 5 across the 5 of their papers we have counts for

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math.OC2004★ 2 cited

On the rate of convergence of finite-difference approximations for Bellman equations with Lipschitz coefficients

N. V. Krylov

We consider parabolic Bellman equations with Lipschitz coefficients. Error bounds of order for certain types of finite-difference schemes are obtained.