Search results for "Hölder condition"

Malliavin smoothness on the Lévy space with Hölder continuous or BV functionals

2020

Abstract We consider Malliavin smoothness of random variables f ( X 1 ) , where X is a pure jump Levy process and the function f is either bounded and Holder continuous or of bounded variation. We show that Malliavin differentiability and fractional differentiability of f ( X 1 ) depend both on the regularity of f and the Blumenthal–Getoor index of the Levy measure.

Random walk approximation of BSDEs with H{\"o}lder continuous terminal condition

2018

In this paper, we consider the random walk approximation of the solution of a Markovian BSDE whose terminal condition is a locally Hölder continuous function of the Brownian motion. We state the rate of the L2-convergence of the approximated solution to the true one. The proof relies in part on growth and smoothness properties of the solution u of the associated PDE. Here we improve existing results by showing some properties of the second derivative of u in space. peerReviewed

Holder continuity of solutions for a class of nonlinear elliptic variational inequalities of high order

2001

C1,α-regularity for variational problems in the Heisenberg group

2017

We study the regularity of minima of scalar variational integrals of $p$-growth, $1<p<\infty$, in the Heisenberg group and prove the H\"older continuity of horizontal gradient of minima.