On Bellman's equations with VMO coefficients (Q617821)

Fix \(\delta\in (0,1)\) and denote by \(S_\delta\) the set of symmetric \(d\times d\) matrices \(a=(a^{ij})\) satisfying \[ \delta |\xi|^2\leq a^{ij}\xi^i\xi^j\leq \delta^{-1} |\xi|^2. \] Let \(\Omega\) be a separable metric space and assume that, for any \(\omega\in \Omega\) and \(x\in \mathbb R^d\), there are given \(a(\omega,x)\in S_\delta\), \(b(\omega,x)\in\mathbb R^d\) and \(c(\omega,x)\in\mathbb R\), \(f(\omega,x)\in\mathbb R\). Let \[ (a)_{B_r(x)}(\omega)=\frac{1}{|B_r(x)|}\int_{B_r(x)}a(\omega,y)\,dy. \] For a positive constant \(\lambda\), the following equation is considered \[ \sup_{\omega\in\Omega} \big[a^{ij}D_{ij}u(x)+b^i(\omega,x)D_iu(x)-(c(\omega,x)+\lambda)u(x)+f(\omega,x)\big]=0, \quad x\in\mathbb R^d. \] The author proves the unique solvability of this equation in \(W^2_p(\mathbb R^d)\) (\(p>d\)) under the assumption that the property \[ \frac{1}{|B_r(x)|}\int_{B_r(x)}\sup_{\omega\in \Omega} |a(\omega,y)-(a)_{B_r(x)}(\omega)|\,dy\leq \theta \] holds for any \(r\in (0,R_0]\) for some \(R_0\in (0,\infty)\) and \(\theta\in (0,1)\).