Asymptotic C1,γ-regularity for value functions to uniformly elliptic dynamic programming principles
Abstract
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.
Main Authors
Format
Articles
Research article
Published
2022
Series
Subjects
Publication in research information system
Publisher
Springer
The permanent address of the publication
https://urn.fi/URN:NBN:fi:jyu-202211075102Use this for linking
Review status
Peer reviewed
ISSN
0025-5831
DOI
https://doi.org/10.1007/s00208-022-02485-7
Language
English
Published in
Mathematische Annalen
Citation
- 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
License
Copyright© The Author(s), under exclusive licence to Springer-Verlag GmbH Germany, part of Springer Nature 2022