To the theory of viscosity solutions for uniformly parabolic Isaacs equations (Q894262)

In this paper, the author presents a PDE exposition of the main results in the theory of viscosity solutions for the uniformly nondegenerate parabolic Isaacs equation. This paper is the natural continuation of a previous paper of the same author about elliptic equations. More precisely, the author shows how a theorem about the solvability of special parabolic Isaacs equations in \(W^{1,2}_{\infty}\) can be used to obtain the existence and uniqueness of viscosity solutions of general nondegenerate parabolic Isaacs equations. The coefficients of the Isaacs equations are supposed to be \(\gamma\)-Hölder continuous with respect to the spatial variables and for \(\gamma\) a suitable positive number less than \(\frac12\). The author proves the \(C^{1+\chi}\) regularity of viscosity solutions and shows that finite-difference approximations have an algebraic rate of convergence.