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. ESAIM : Control, Optimisation and Calculus of Variations, 26, Article 112. https://doi.org/10.1051/cocv/2020034 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
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