A probabilistic approach to interior regularity of fully nonlinear degenerate elliptic equations in smooth domains

DOI10.1007/s00245-013-9194-4zbMath1269.93141arXiv1112.5692OpenAlexW3099547882MaRDI QIDQ360367

Wei Zhou

Publication date: 26 August 2013

Published in: Applied Mathematics and Optimization (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1112.5692

zbMATH Keywords

Dirichlet boundary datainterior regularitysmooth domainscontrolled diffusion processesdegenerate Bellman equationfully nonlinear degenerate elliptic equationsstochastic optimal control in a domain

Mathematics Subject Classification ID

Optimal stochastic control (93E20) Regularity of solutions in optimal control (49N60)

Related Items (3)

On regularity properties and approximations of value functions for stochastic differential games in domains ⋮ Interior gradient and Hessian estimates for the Dirichlet problem of semi-linear degenerate elliptic systems: a probabilistic approach ⋮ Interior Regularity of Fully Nonlinear Degenerate Elliptic Equations I: Bellman Equations with Constant Coefficients

Cites Work

• On time-inhomogeneous controlled diffusion processes in domains
• Traditional proof of Bellman's equation for controlled diffusion processes
• Adapting some ideas from stochastic control theory to studying the heat equation in closed smooth domains
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item

This page was built for publication: A probabilistic approach to interior regularity of fully nonlinear degenerate elliptic equations in smooth domains