Interior Regularity of Fully Nonlinear Degenerate Elliptic Equations I: Bellman Equations with Constant Coefficients
DOI10.1137/130912724zbMath1315.93089arXiv1302.7062OpenAlexW2964071326MaRDI QIDQ5256609
Publication date: 19 June 2015
Published in: SIAM Journal on Mathematical Analysis (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1302.7062
interior regularitycontrolled diffusion processesfully nonlinear degenerate elliptic equationsderivative estimateBellman equations with constant coefficients
Smoothness and regularity of solutions to PDEs (35B65) Nonlinear elliptic equations (35J60) Optimal stochastic control (93E20) Degenerate elliptic equations (35J70) Applications of stochastic analysis (to PDEs, etc.) (60H30)
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