In this paper, we study some finite volume schemes for the nonlinear hyperbolic equation  ${u_t}(x,t)+\mbox{div}F(x,t,u(x,t))=0$  with the initial condition  $u_{0}\in{L^\infty}(\mathbb{R}^N)$
  with the initial condition  $u_{0}\in{L^\infty}(\mathbb{R}^N)$  . Passing to the limit in these schemes, we prove the existence of an entropy solution  $u\in{L^infty}(\mathbb{R}^N\times\mathbb{R}_+)$
 . Passing to the limit in these schemes, we prove the existence of an entropy solution  $u\in{L^infty}(\mathbb{R}^N\times\mathbb{R}_+)$  . Proving also uniqueness, we obtain the convergence of the finite volume approximation to the entropy solution in  $L^p_{loc}(\mathbb{R}^N\times\mathbb{R}_+)$
 . Proving also uniqueness, we obtain the convergence of the finite volume approximation to the entropy solution in  $L^p_{loc}(\mathbb{R}^N\times\mathbb{R}_+)$  , 1 ≤ p ≤ +∞. Furthermore, if  ${u_0}\in {L^\infty}\cap\mbox{BV}_{loc}(\mathbb{R}^N)$
 , 1 ≤ p ≤ +∞. Furthermore, if  ${u_0}\in {L^\infty}\cap\mbox{BV}_{loc}(\mathbb{R}^N)$  , we show that  $u\in\mbox{BV}_{loc}(\mathbb{R}^N\times\mathbb{R}_+)$
 , we show that  $u\in\mbox{BV}_{loc}(\mathbb{R}^N\times\mathbb{R}_+)$  , which leads to an “ $h^{\frac{1}{4}}$
 , which leads to an “ $h^{\frac{1}{4}}$  ” error estimate between the approximate and the entropy solutions (where h defines the size of the mesh).
 ” error estimate between the approximate and the entropy solutions (where h defines the size of the mesh).