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- W2037367558 abstract "Error estimates are derived for a class of finite difference-quadrature schemes approximating viscosity solutions of nonlinear degenerate parabolic integro-PDEs with variable diffusion coefficients. The relevant equations can be viewed as Bellman equations associated to a class of controlled jump-diffusion (Lévy) processes. The results cover both finite and infinite activity cases." @default.
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- W2037367558 date "2008-03-01" @default.
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- W2037367558 title "ERROR ESTIMATES FOR A CLASS OF FINITE DIFFERENCE-QUADRATURE SCHEMES FOR FULLY NONLINEAR DEGENERATE PARABOLIC INTEGRO-PDES" @default.
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- W2037367558 doi "https://doi.org/10.1142/s0219891608001416" @default.
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