ESAIM: Mathematical Modelling and Numerical Analysis (ESAIM: M2AN)

High-order filtered schemes for time-dependent second order HJB equations

Olivier Bokanowski, Athena Picarelli and Christoph Reisinger

ESAIM: M2AN, 52 1 (2018) 69-97

Published online: 15 May 2018

DOI: 10.1051/m2an/2017039

Olivier Bokanowski

Athena Picarelli

Christoph Reisinger

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