Rate of convergence of difference approximations for uniformly   nondegenerate elliptic Bellman's equations
  We show that the rate of convergence of solutions of finite-difference approximations for uniformly elliptic Bellman's equations is of order at least $h^{2/3}$, where $h$ is the mesh size. The equations are considered in smooth bounded domains. 
N.V. Krylov
math.AP