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Error estimates for approximate solutions to Bellman equations associated with controlled jump-diffusions

Error estimates for approximate solutions to Bellman equations associated with controlled jump-diffusions

Espen R. Jakobsen; Kenneth H. Karlsen; Claudia La Chioma
  • 作者Espen R. Jakobsen; Kenneth H. Karlsen; Claudia La Chioma
  • 卷第110卷
  • 期第2期
  • 印刷ISSN0029-599X
  • 电子ISSN0945-3245
  • 文件大小414.56KB
  • 发表时间2008-08
  • DOI10.1007/s00211-008-0160-z
  • 页码221-255
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