Abstract
We prove interior Hölder estimates for the spatial gradient of viscosity solutions to the parabolic homogeneous p-Laplacian equation ut=|∇u|2−p div(|∇u|p−2∇u) where 1<p<∞. This equation arises from tug-of-war-like stochastic games with noise. It can also be considered as the parabolic p-Laplacian equation in non-divergence form.
| Original language | English |
|---|---|
| Pages (from-to) | 63-87 |
| Number of pages | 25 |
| Journal | Journal des Mathematiques Pures et Appliquees |
| Volume | 108 |
| Issue number | 1 |
| DOIs | |
| Publication status | Published - Jul 2017 |
Bibliographical note
Publisher Copyright:© 2016 Elsevier Masson SAS
Keywords
- Regularity
- Tug-of-war with noise
- p-Laplacian in non-divergence form