Local regularity estimates for general discrete dynamic programming equations
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http://hdl.handle.net/10045/140138
| Title: | Local regularity estimates for general discrete dynamic programming equations |
|---|---|
| Authors: | Arroyo, Ángel | Blanc, Pablo | Parviainen, Mikko |
| Center, Department or Service: | Universidad de Alicante. Departamento de Matemáticas |
| Keywords: | ABP-estimate | Elliptic non-divergence form partial differential equation with bounded and measurable coefficients | Dynamic programming principle | Harnack's inequality | Local Hölder estimate | Tug-of-war with noise |
| Issue Date: | 26-Sep-2022 |
| Publisher: | Elsevier |
| Citation: | Journal de Mathématiques Pures et Appliquées. 2022, 167: 225-256. https://doi.org/10.1016/j.matpur.2022.09.006 |
| Abstract: | We obtain an analytic proof for asymptotic Hölder estimate and Harnack's inequality for solutions to a discrete dynamic programming equation. The results also generalize to functions satisfying Pucci-type inequalities for discrete extremal operators. Thus the results cover a quite general class of equations. | Nous obtenons une preuve analytique pour l'estimation asymptotique de Hölder et l'inégalité de Harnack pour les solutions d'une équation de programmation dynamique discrète. Les résultats se généralisent également aux fonctions satisfaisant les inégalités de type Pucci pour des opérateurs extrémaux discrets. Ainsi, les résultats couvrent une classe d'équations suffisamment générale. |
| Sponsor: | Á. A. is partially supported by the grant MTM2017-85666-P. |
| URI: | http://hdl.handle.net/10045/140138 |
| ISSN: | 0021-7824 (Print) | 1776-3371 (Online) |
| DOI: | 10.1016/j.matpur.2022.09.006 |
| Language: | eng |
| Type: | info:eu-repo/semantics/article |
| Rights: | © 2022 The Author(s). Published by Elsevier Masson SAS. This is an open access article under the CC BY license (http://creativecommons.org/licenses/by/4.0/). |
| Peer Review: | si |
| Publisher version: | https://doi.org/10.1016/j.matpur.2022.09.006 |
| Appears in Collections: | Personal Investigador sin Adscripción a Grupo INV - GAM - Artículos de Revistas |
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| File | Description | Size | Format | |
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 Arroyo_etal_2022_JMathPuresAppl.pdf | 524,39 kB | Adobe PDF | Open Preview | |
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