Asymptotic C1,γ-regularity for value functions to uniformly elliptic dynamic programming principles
| dc.contributor.author | Blanc, Pablo | |
| dc.contributor.author | Parviainen, Mikko | |
| dc.contributor.author | Rossi, Julio D. | |
| dc.date.accessioned | 2022-11-07T09:59:18Z | |
| dc.date.available | 2022-11-07T09:59:18Z | |
| dc.date.issued | 2022 | |
| dc.identifier.citation | Blanc, P., Parviainen, M., & Rossi, J. D. (2022). Asymptotic C1,γ-regularity for value functions to uniformly elliptic dynamic programming principles. <i>Mathematische Annalen</i>, <i>Early online</i>. <a href="https://doi.org/10.1007/s00208-022-02485-7" target="_blank">https://doi.org/10.1007/s00208-022-02485-7</a> | |
| dc.identifier.other | CONVID_157004363 | |
| dc.identifier.uri | https://jyx.jyu.fi/handle/123456789/83799 | |
| dc.description.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. | en |
| dc.format.mimetype | application/pdf | |
| dc.language.iso | eng | |
| dc.publisher | Springer | |
| dc.relation.ispartofseries | Mathematische Annalen | |
| dc.rights | In Copyright | |
| dc.title | Asymptotic C1,γ-regularity for value functions to uniformly elliptic dynamic programming principles | |
| dc.type | article | |
| dc.identifier.urn | URN:NBN:fi:jyu-202211075102 | |
| dc.contributor.laitos | Matematiikan ja tilastotieteen laitos | fi |
| dc.contributor.laitos | Department of Mathematics and Statistics | en |
| dc.contributor.oppiaine | Matematiikka | fi |
| dc.contributor.oppiaine | Analyysin ja dynamiikan tutkimuksen huippuyksikkö | fi |
| dc.contributor.oppiaine | Mathematics | en |
| dc.contributor.oppiaine | Analysis and Dynamics Research (Centre of Excellence) | 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 | 0025-5831 | |
| dc.relation.volume | Early online | |
| dc.type.version | acceptedVersion | |
| dc.rights.copyright | © The Author(s), under exclusive licence to Springer-Verlag GmbH Germany, part of Springer Nature 2022 | |
| dc.rights.accesslevel | openAccess | fi |
| dc.subject.yso | stokastiset prosessit | |
| dc.subject.yso | osittaisdifferentiaaliyhtälöt | |
| dc.subject.yso | peliteoria | |
| dc.format.content | fulltext | |
| jyx.subject.uri | http://www.yso.fi/onto/yso/p11400 | |
| jyx.subject.uri | http://www.yso.fi/onto/yso/p12392 | |
| 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 | 10.1007/s00208-022-02485-7 | |
| dc.type.okm | A1 |
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