arXiv · 1402.0252
On the rate of convergence of finite-difference approximations for elliptic Isaacs equations in smooth domains
Abstract
We show that the there exists an algebraic rate of convergence of solutions of finite-difference approximations for uniformly elliptic Isaacs in smooth bounded domains.
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N. V. Krylov. 2014-02-02. On the rate of convergence of finite-difference approximations for elliptic Isaacs equations in smooth domains. https://arxiv.org/abs/1402.0252
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