| dc.date.accessioned | 2013-03-12T08:20:17Z | |
| dc.date.available | 2013-03-12T08:20:17Z | |
| dc.date.issued | 2006 | en_US |
| dc.date.submitted | 2009-11-18 | en_US |
| dc.identifier.uri | http://hdl.handle.net/10852/10533 | |
| dc.description.abstract | We derive error estimates for certain approximate solutions of Bellman equations associated to a class of controlled jump-diffusion (Lévy) processes. These Bellman equations are fully nonlinear degenerate integro-PDEs interpreted in the sense of viscosity solutions. The approximate solutions are generated by an implicit finite difference-quadrature scheme. | eng |
| dc.language.iso | eng | en_US |
| dc.publisher | Matematisk Institutt, Universitetet i Oslo | |
| dc.relation.ispartof | Preprint series. Pure mathematics http://urn.nb.no/URN:NBN:no-8076 | en_US |
| dc.relation.uri | http://urn.nb.no/URN:NBN:no-8076 | |
| dc.rights | © The Author(s) (2006). This material is protected by copyright law. Without explicit authorisation, reproduction is only allowed in so far as it is permitted by law or by agreement with a collecting society. | |
| dc.title | ERROR ESTIMATES FOR FINITE DIFFERENCE-QUADRATURE SCHEMES FOR A CLASS OF NONLOCAL BELLMAN EQUATIONS WITH VARIABLE DIFFUSION COEFFICIENTS | en_US |
| dc.type | Research report | en_US |
| dc.date.updated | 2009-11-18 | en_US |
| dc.rights.holder | Copyright 2006 The Author(s) | |
| dc.creator.author | Biswas, Imran H. | en_US |
| dc.creator.author | Jakobsen, Espen R. | en_US |
| dc.creator.author | Karlsen, Kenneth H. | en_US |
| dc.subject.nsi | VDP::410 | en_US |
| dc.identifier.urn | URN:NBN:no-23531 | en_US |
| dc.type.document | Forskningsrapport | en_US |
| dc.identifier.duo | 96965 | en_US |
| dc.identifier.fulltext | Fulltext https://www.duo.uio.no/bitstream/handle/10852/10533/1/pm04-06.pdf | |