Asymptotic Hölder regularity for the ellipsoid process (Q5854405): Difference between revisions
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scientific article; zbMATH DE number 7323774
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English | Asymptotic Hölder regularity for the ellipsoid process |
scientific article; zbMATH DE number 7323774 |
Statements
Asymptotic Hölder regularity for the ellipsoid process (English)
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17 March 2021
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dynamic programming principle
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local Hölder estimates
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stochastic games
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coupling of stochastic processes
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ellipsoid process
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equations in non-divergence form
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