dc.contributor.author | Arroyo, Ángel | |
dc.contributor.author | Parviainen, Mikko | |
dc.date.accessioned | 2021-01-27T06:38:58Z | |
dc.date.available | 2021-01-27T06:38:58Z | |
dc.date.issued | 2020 | |
dc.identifier.citation | Arroyo, Á., & Parviainen, M. (2020). Asymptotic Hölder regularity for the ellipsoid process. <i>ESAIM : Control, Optimisation and Calculus of Variations</i>, <i>26</i>, Article 112. <a href="https://doi.org/10.1051/cocv/2020034" target="_blank">https://doi.org/10.1051/cocv/2020034</a> | |
dc.identifier.other | CONVID_47764852 | |
dc.identifier.uri | https://jyx.jyu.fi/handle/123456789/73833 | |
dc.description.abstract | We obtain an asymptotic Hölder estimate for functions satisfying a dynamic programming principle arising from a so-called ellipsoid process. By the ellipsoid process we mean a generalization of the random walk where the next step in the process is taken inside a given space dependent ellipsoid. This stochastic process is related to elliptic equations in non-divergence form with bounded and measurable coefficients, and the regularity estimate is stable as the step size of the process converges to zero. The proof, which requires certain control on the distortion and the measure of the ellipsoids but not continuity assumption, is based on the coupling method. | en |
dc.format.mimetype | application/pdf | |
dc.language | eng | |
dc.language.iso | eng | |
dc.publisher | EDP Sciences | |
dc.relation.ispartofseries | ESAIM : Control, Optimisation and Calculus of Variations | |
dc.rights | In Copyright | |
dc.subject.other | Dynamic programming principle | |
dc.subject.other | local Hölder estimates | |
dc.subject.other | stochastic games | |
dc.subject.other | coupling of stochastic processes | |
dc.subject.other | ellipsoid process | |
dc.subject.other | equations in non-divergence form | |
dc.title | Asymptotic Hölder regularity for the ellipsoid process | |
dc.type | article | |
dc.identifier.urn | URN:NBN:fi:jyu-202101271294 | |
dc.contributor.laitos | Matematiikan ja tilastotieteen laitos | fi |
dc.contributor.laitos | Department of Mathematics and Statistics | en |
dc.type.uri | http://purl.org/eprint/type/JournalArticle | |
dc.type.coar | http://purl.org/coar/resource_type/c_2df8fbb1 | |
dc.description.reviewstatus | peerReviewed | |
dc.relation.issn | 1292-8119 | |
dc.relation.volume | 26 | |
dc.type.version | acceptedVersion | |
dc.rights.copyright | © EDP Sciences, SMAI 2020 | |
dc.rights.accesslevel | openAccess | fi |
dc.relation.grantnumber | 298641 | |
dc.subject.yso | osittaisdifferentiaaliyhtälöt | |
dc.subject.yso | stokastiset prosessit | |
dc.subject.yso | peliteoria | |
dc.format.content | fulltext | |
jyx.subject.uri | http://www.yso.fi/onto/yso/p12392 | |
jyx.subject.uri | http://www.yso.fi/onto/yso/p11400 | |
jyx.subject.uri | http://www.yso.fi/onto/yso/p13476 | |
dc.rights.url | http://rightsstatements.org/page/InC/1.0/?language=en | |
dc.relation.doi | 10.1051/cocv/2020034 | |
dc.relation.funder | Research Council of Finland | en |
dc.relation.funder | Suomen Akatemia | fi |
jyx.fundingprogram | Academy Project, AoF | en |
jyx.fundingprogram | Akatemiahanke, SA | fi |
jyx.fundinginformation | The authors have been supported by the Academy of Finland project #298641. Á. A. was partially supported by the grant MTM2017-85666-P. | |
dc.type.okm | A1 | |