Search results for "ABP-estimate"

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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.

local Hölder estimateosittaisdifferentiaaliyhtälötABP-estimateApplied MathematicsGeneral Mathematicsp-LaplacianMathematics::Analysis of PDEs35B65 35J15 35J92 91A50elliptic non-divergence form partial differential equation with bounded and measurable coefficientsdynamic programming principleMathematics - Analysis of PDEsHarnack's inequalitytug-of-war with noiseFOS: MathematicsPucci extremal operatorpeliteoriaepäyhtälötAnalysis of PDEs (math.AP)
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