Hölder regularity for stochastic processes with bounded and measurable increments

DOI10.4171/AIHPC/41MaRDI QIDQ2691953

Mikko Parviainen, Pablo Blanc, Angel Arroyo

Publication date: 21 March 2023

Published in: Annales de l'Institut Henri Poincaré. Analyse Non Linéaire (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2109.01027

zbMATH Keywords

stochastic processdynamic programming principle\(p\)-Laplaceequations in nondivergence formtug-of-war gameslocal Hölder estimates\(p\)-harmonious

Mathematics Subject Classification ID

Discrete-time games (91A50) Smoothness and regularity of solutions to PDEs (35B65) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Applications of stochastic analysis (to PDEs, etc.) (60H30) Second-order elliptic equations (35J15)

Related Items (2)

Asymptotic \(C^{1,\gamma}\)-regularity for value functions to uniformly elliptic dynamic programming principles ⋮ Games associated with products of eigenvalues of the Hessian

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