On the Convergence Rate ofOperator Splitting for Hamilton-Jacobi Equations with Source Terms. - Espen R. Jakobsen; Kenneth H. Karlsen; Nils Henrik Risebro (SIAM J. Numer. Anal., 2001)

Error Bounds for Monotone Approximation Schemes for Hamilton-Jacobi-Bellman Equations. - Guy Barles; Espen R. Jakobsen (SIAM J. Numer. Anal., 2005)

On error bounds for monotone approximation schemes for multi-dimensional Isaacs equations. - Espen R. Jakobsen (Asymptot. Anal., 2006)

Error bounds for monotone approximation schemes for parabolic Hamilton-Jacobi-Bellman equations. - Guy Barles; Espen R. Jakobsen (Math. Comput., 2007)

Error estimates for approximate solutions to Bellman equations associated with controlled jump-diffusions. - Espen R. Jakobsen; Kenneth H. Karlsen; Claudia La Chioma (Numerische Mathematik, 2008)

A Finite Element Like Scheme for Integro-Partial Differential Hamilton-Jacobi-Bellman Equations. - Fabio Camilli; Espen R. Jakobsen (SIAM J. Numer. Anal., 2009)

Difference-Quadrature Schemes for Nonlinear Degenerate Parabolic Integro-PDE. - Imran H. Biswas; Espen R. Jakobsen; Kenneth H. Karlsen (SIAM J. Numer. Anal., 2010)

Continuous Dependence Estimates for Nonlinear Fractional Convection-diffusion Equations. - Nathael Alibaud; Simone Cifani; Espen R. Jakobsen (SIAM J. Math. Anal., 2012)

On the spectral vanishing viscosity method for periodic fractional conservation laws. - Simone Cifani; Espen R. Jakobsen (Math. Comput., 2013)

Semi-Lagrangian schemes for linear and fully non-linear diffusion equations. - Kristian Debrabant; Espen R. Jakobsen (Math. Comput., 2013)

On numerical methods and error estimates for degenerate fractional convection-diffusion equations. - Simone Cifani; Espen R. Jakobsen (Numerische Mathematik, 2014)

L1 Contraction for Bounded (Nonintegrable) Solutions of Degenerate Parabolic Equations. - Jørgen Endal; Espen R. Jakobsen (SIAM J. Math. Anal., 2014)

On numerical density approximations of solutions of SDEs with unbounded coefficients. - Linghua Chen; Espen Robstad Jakobsen; Arvid Naess (Adv. Comput. Math., 2018)

Robust Numerical Methods for Nonlocal (and Local) Equations of Porous Medium Type. Part II: Schemes and Experiments. - Félix del Teso; Jørgen Endal; Espen R. Jakobsen (SIAM J. Numer. Anal., 2018)

On the Rate of Convergence for Monotone Numerical Schemes for Nonlocal Isaacs Equations. - Imran H. Biswas; Indranil Chowdhury; Espen R. Jakobsen (SIAM J. Numer. Anal., 2019)

Robust Numerical Methods for Nonlocal (and Local) Equations of Porous Medium Type. Part I: Theory. - Félix del Teso; Jørgen Endal; Espen R. Jakobsen (SIAM J. Numer. Anal., 2019)

Uniform tail estimates and Lp(RN)-convergence for finite-difference approximations of nonlinear diffusion equations. - Félix del Teso; Jørgen Endal; Espen R. Jakobsen (CoRR, 2022)

A convergent finite difference-quadrature scheme for the porous medium equation with nonlocal pressure. - Félix del Teso; Espen R. Jakobsen (CoRR, 2023)

Precise Error Bounds for Numerical Approximations of Fractional HJB EInquations. - Indranil Chowdhury; Espen R. Jakobsen (CoRR, 2023)

On Numerical Approximations of Fractional and Nonlocal Mean Field Games. - Indranil Chowdhury; Olav Ersland; Espen R. Jakobsen (Found. Comput. Math., 2023)

A Deep BSDE approximation of nonlinear integro-PDEs with unbounded nonlocal operators. - Espen Robstad Jakobsen; Sehail Mazid (CoRR, 2024)

On Fully Nonlinear Parabolic Mean Field Games with Nonlocal and Local Diffusions. - Indranil Chowdhury; Espen R. Jakobsen; Milosz Krupski (SIAM J. Math. Anal., 2024)

Discretization of Fractional Fully Nonlinear Equations by Powers of Discrete Laplacians. - Indranil Chowdhury; Espen R. Jakobsen; Robin Østern Lien (Dyn. Games Appl., 2025)