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20092017
most citedStochastic conservation laws: weak-in-time formulation and strong entropy condition

32 citations · 33 across the 7 of their papers we have counts for

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math.AP2009

Difference-quadrature schemes for nonlinear degenerate parabolic integro-PDE

I. H. Biswas, E. R. Jakobsen, K. H. Karlsen

We derive and analyze monotone difference-quadrature schemes for Bellman equations of controlled Levy (jump-diffusion) processes. These equations are fully non-linear, degenerate p…