@article{bonnans:hal-00989641, TITLE = {{Consistency of Generalized Finite Difference Schemes for the Stochastic HJB Equation}}, AUTHOR = {Bonnans, Fr{\'e}d{\'e}ric and Zidani, Hasnaa}, URL = {https://hal-ensta-paris.archives-ouvertes.fr/hal-00989641}, JOURNAL = {{SIAM Journal on Numerical Analysis}}, PUBLISHER = {{Society for Industrial and Applied Mathematics}}, VOLUME = {41}, NUMBER = {3}, PAGES = {1008-1021}, YEAR = {2003}, DOI = {10.1137/S0036142901387336}, HAL_ID = {hal-00989641}, HAL_VERSION = {v1}, }