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A priori estimates of smoothness of solutions to difference Bellman equations with linear and quasi-linear operators |
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| Authors: | N V Krylov |
| Institution: | Department of Mathematics, University of Minnesota, 127 Vincent Hall, Minneapolis, Minnesota 55455 |
| Abstract: | A priori estimates for finite-difference approximations for the first and second-order derivatives are obtained for solutions of parabolic equations described in the title. |
| Keywords: | Finite-difference approximations Bellman equations fully nonlinear equations |
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