0000000000267057
AUTHOR
Pablo Blanc
showing 6 related works from this author
Asymptotic mean value formulas for parabolic nonlinear equations
2021
In this paper we characterize viscosity solutions to nonlinear parabolic equations (including parabolic Monge–Ampère equations) by asymptotic mean value formulas. Our asymptotic mean value formulas can be interpreted from a probabilistic point of view in terms of dynamic programming principles for certain two-player, zero-sum games. peerReviewed
Asymptotic Mean-Value Formulas for Solutions of General Second-Order Elliptic Equations
2022
Abstract We obtain asymptotic mean-value formulas for solutions of second-order elliptic equations. Our approach is very flexible and allows us to consider several families of operators obtained as an infimum, a supremum, or a combination of both infimum and supremum, of linear operators. The families of equations that we consider include well-known operators such as Pucci, Issacs, and k-Hessian operators.
Asymptotic $C^{1,γ}$-regularity for value functions to uniformly elliptic dynamic programming principles
2022
In this paper we prove an asymptotic C1,γ-estimate for value functions of stochastic processes related to uniformly elliptic dynamic programming principles. As an application, this allows us to pass to the limit with a discrete gradient and then to obtain a C1,γ-result for the corresponding limit PDE. peerReviewed
Hölder regularity for stochastic processes with bounded and measurable increments
2022
We obtain an asymptotic Hölder estimate for expectations of a quite general class of discrete stochastic processes. Such expectations can also be described as solutions to a dynamic programming principle or as solutions to discretized PDEs. The result, which is also generalized to functions satisfying Pucci-type inequalities for discrete extremal operators, is a counterpart to the Krylov-Safonov regularity result in PDEs. However, the discrete step size $\varepsilon$ has some crucial effects compared to the PDE setting. The proof combines analytic and probabilistic arguments.
Local regularity estimates for general discrete dynamic programming equations
2022
We obtain an analytic proof for asymptotic H\"older estimate and Harnack's inequality for solutions to a discrete dynamic programming equation. The results also generalize to functions satisfying Pucci-type inequalities for discrete extremal operators. Thus the results cover a quite general class of equations.
Game-Theoretic Approach to Hölder Regularity for PDEs Involving Eigenvalues of the Hessian
2021
AbstractWe prove a local Hölder estimate for any exponent $0<\delta <\frac {1}{2}$ 0 < δ < 1 2 for solutions of the dynamic programming principle $$ \begin{array}{@{}rcl@{}} u^{\varepsilon} (x) = \sum\limits_{j=1}^{n} \alpha_{j} \underset{\dim(S)=j}{\inf} \underset{|v|=1}{\underset{v\in S}{\sup}} \frac{u^{\varepsilon} (x + \varepsilon v) + u^{\varepsilon} (x - \varepsilon v)}{2} \end{array} $$ u ε ( x ) = ∑ j = 1 n α j inf dim ( S ) = j sup v ∈ S | v | = 1 u ε ( x + ε v ) + u ε ( x − ε v ) 2 with α1,αn > 0 and α2,⋯ ,αn− 1 ≥ 0. The proof is based on a new coupling idea from game theory. As an application, we get the same regularity estimate for viscosity solutions of the PDE $…