Asymptotic C1,γ-regularity for value functions to uniformly elliptic dynamic programming principles
Blanc, P., Parviainen, M., & Rossi, J. D. (2022). Asymptotic C1,γ-regularity for value functions to uniformly elliptic dynamic programming principles. Mathematische Annalen, Early online. https://doi.org/10.1007/s00208-022-02485-7
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Mathematische AnnalenDate
2022Discipline
MatematiikkaAnalyysin ja dynamiikan tutkimuksen huippuyksikköMathematicsAnalysis and Dynamics Research (Centre of Excellence)Copyright
© The Author(s), under exclusive licence to Springer-Verlag GmbH Germany, part of Springer Nature 2022
In this paper we prove an asymptotic C1,γ-estimate for value functions of stochastic processes related to uniformly elliptic dynamic programming principles. As an application, this allows us to pass to the limit with a discrete gradient and then to obtain a C1,γ-result for the corresponding limit PDE.
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