  We study monotone numerical schemes for nonlocal Isaacs equations, the
dynamic programming equations of stochastic differential games with
jump-diffusion state processes. These equations are fully-nonlinear non-convex
equations of order less than $2$. In this paper they are also allowed to be
degenerate and have non-smooth solutions. The main contribution is a series of
new a priori error estimates: The first results for nonlocal Isaacs equations,
the first general results for degenerate non-convex equations of order greater
than $1$, and the first results in the viscosity solution setting giving the
precise dependence on the fractional order of the equation. We also observe a
new phenomena, that the rates differ when the nonlocal diffusion coefficient
depend on $x$ and $t$, only on $x$, or on neither.
