H\"older regularity for stochastic processes with bounded and measurable increments
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Publication:6376680
DOI10.4171/AIHPC/41zbMath1510.35087arXiv2109.01027MaRDI QIDQ6376680
Mikko Parviainen, Angel Arroyo, Pablo Blanc
Publication date: 2 September 2021
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)
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