C^1, regularity of viscosity solutions via a continuous-dependence result
The author is interested in the regularity of viscosity solutions of fully nonlinear parabolic equations, namely \[ u_t-F(D^2u,Du,u,x,t)= f(x, t)\quad\text{in }\mathbb{R}^N\times (0,t),\tag{1} \] \[ u(x,0)=u_0(x)\quad \text{in }\mathbb{R}^N,\tag{2} \] where \(F\) is a continuous, real-valued function defined on \(S^n\times\mathbb{R}^N \times\mathbb{R}\times\mathbb{R}^N \times[0,T]\), \(S^N\) being the space of \(N\times N\) symmetric matrices equipped with usual ordering, and \(f\) is a continuous, real-valued function defined on \(\mathbb{R}^N\times[0,T]\). The contribution of this paper is to show the existence of viscosity solutions of (1)--(2), namely, solutions which are locally \(C^{1,\beta}\) or \(C^{2, \beta}\) in \(x\), the regularity properties in \(t\) being then either just a consequence of the regularity properties in \(x\) or proved simultaneously. For to prove the existence and uniqueness of continuous solutions of (1)--(2), together with their local Lipschitz continuity in \(x\) and local Hölder continuity in \(t\), the key steps are on one hand a comparison result for viscosity solutions and on the other hand a continuous-dependence result, which are both valid for strictly subquadratic viscosity solutions of (1)--(2).
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