To the theory of viscosity solutions for uniformly parabolic Isaacs equations

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Publication:894262

DOI10.4310/MAA.2015.V22.N3.A2zbMATH Open1329.35170arXiv1405.0633MaRDI QIDQ894262FDOQ894262


Authors: N. V. Krylov Edit this on Wikidata


Publication date: 30 November 2015

Published in: Methods and Applications of Analysis (Search for Journal in Brave)

Abstract: We show how a theorem about the solvability in Winfty1,2 of special parabolic Isaacs equations can be used to obtain the existence and uniqueness of viscosity solutions of general uniformly nondegenerate parabolic Isaacs equations. We apply it also to establish the C1+chi regularity of viscosity solutions and show that finite-difference approximations have an algebraic rate of convergence. The main coefficients of the Isaacs equations are supposed to be in Cgamma with respect to the spatial variables with gamma slightly less than 1/2.


Full work available at URL: https://arxiv.org/abs/1405.0633




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