A probabilistic approach to interior regularity of fully nonlinear degenerate elliptic equations in smooth domains

DOI10.1007/s00245-013-9194-4zbMath1269.93141arXiv1112.5692MaRDI QIDQ360367

Wei Zhou

Publication date: 26 August 2013

Published in: Applied Mathematics and Optimization (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1112.5692

zbMATH Keywords

Dirichlet boundary data; interior regularity; smooth domains; controlled diffusion processes; degenerate Bellman equation; fully nonlinear degenerate elliptic equations; stochastic optimal control in a domain

Mathematics Subject Classification ID

93E20: Optimal stochastic control

49N60: Regularity of solutions in optimal control

Related Items

Interior Regularity of Fully Nonlinear Degenerate Elliptic Equations I: Bellman Equations with Constant Coefficients, On regularity properties and approximations of value functions for stochastic differential games in domains, Interior gradient and Hessian estimates for the Dirichlet problem of semi-linear degenerate elliptic systems: a probabilistic approach

Cites Work

• On time-inhomogeneous controlled diffusion processes in domains
• Traditional proof of Bellman's equation for controlled diffusion processes
• Adapting some ideas from stochastic control theory to studying the heat equation in closed smooth domains
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