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Asymptotic Hölder regularity for the ellipsoid process - MaRDI portal

Asymptotic Hölder regularity for the ellipsoid process (Q5854405)

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scientific article; zbMATH DE number 7323774
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English
Asymptotic Hölder regularity for the ellipsoid process
scientific article; zbMATH DE number 7323774

    Statements

    title
    Asymptotic Hölder regularity for the ellipsoid process (English)
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    author
    Angel Arroyo
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    Mikko Parviainen
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    publication date
    17 March 2021
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    zbMATH Keywords
    dynamic programming principle
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    local Hölder estimates
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    stochastic games
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    coupling of stochastic processes
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    ellipsoid process
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    equations in non-divergence form
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    Identifiers

    Mathematics Subject Classification ID
    35B65
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    35J15
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    60H30
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    60J10
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    91A50
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    zbMATH DE Number
    7323774
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    OpenAlex ID
    W3032099753
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    arXiv ID
    1905.02037
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    Wikidata QID
    Q109745186
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    DOI
    10.1051/COCV/2020034
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