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Viscosity Solution

Difference-Quadrature Schemes for Nonlinear Degenerate Parabolic Integro-PDE

Numerical Analysis / Mathematical Analysis / Numerical Analysis and Computational Mathematics / Viscosity Solution

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ERROR ESTIMATES FOR A CLASS OF FINITE DIFFERENCE-QUADRATURE SCHEMES FOR FULLY NONLINEAR DEGENERATE PARABOLIC INTEGRO-PDES

Pure Mathematics / Stochastic optimal control / Optimal control hyperbolic partial differential equations / Finite Difference / Levy Process / Viscosity Solution

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