Asymptotic C1,γ-regularity for value functions to uniformly elliptic dynamic programming principles

Blanc, Pablo; Parviainen, Mikko; Rossi, Julio D.

doi:10.1007/s00208-022-02485-7

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