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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Asymptotic Hölder regularity for the ellipsoid process
scientific article; zbMATH DE number 7323774

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    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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