English (United Kingdom)

https://curated-unify.zendy.io/wp-json/zendy-region/v1/featured_content/oa?rat=en

https://curated-unify.zendy.io/wp-json/zendy-region/v1/highlighted_journal/

Global: Zendy Plus annual

Presents the access of premium content as premium feature

Premium Content

Presents the keyphrase highlighting as premium feature

Keyphrase Highlighting

Presents the summarisation as premium feature

Summarisation

Insights

Presents the pdf analysis as premium feature

PDF Analysis

Presents the zaia usage as premium feature

ZAIA

Global: Zendy Plus monthly

Global: Zendy Tools annual

Global: Zendy Tools monthly

Global: Zendy Free Plan

We derive and analyze monotone difference-quadrature schemes for Bellmanequations of controlled Levy (jump-diffusion) processes. These equations arefully non-linear, degenerate parabolic integro-PDEs interpreted in the sense ofviscosity solutions. We propose new ``direct'' discretizations of the non-localpart of the equation that give rise to monotone schemes capable of handlingsingular Levy measures. Furthermore, we develop a new general theory forderiving error estimates for approximate solutions of integro-PDEs, whichthereafter is applied to the proposed difference-quadrature schemes.

Difference-quadrature schemes for nonlinear degenerate parabolic integro-PDE