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On the Rate of Convergence of Finite-Difference Approximations for Elliptic Isaacs Equations in Smooth Domains |
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| Authors: | N. V. Krylov |
| Affiliation: | School of Mathematics , University of Minnesota , Minneapolis , Minnesota , USA |
| Abstract: | We show that there exists an algebraic rate of convergence of solutions of finite-difference approximations for uniformly elliptic Isaacs equations in smooth bounded domains. |
| Keywords: | Finite differences Fully nonlinear elliptic equations Isaacs equations |