We prove a priori estimates and regularity results for some quasilinear degenerate elliptic equations arising in optimal stochastic control problems. Our main results show that strong coerciveness of gradient terms forces bounded viscosity subsolutions to be globally Hölder continuous, and solutions to be locally Lipschitz continuous. We also give an existence result for the associated Dirichlet problem

Capuzzo Dolcetta, I., Leoni, F., Porretta, A. (2010). Holder estimates for degenerate elliptic equations with coercive Hamiltonians. TRANSACTIONS OF THE AMERICAN MATHEMATICAL SOCIETY, 362, 4511-4536.

Holder estimates for degenerate elliptic equations with coercive Hamiltonians

PORRETTA, ALESSIO
2010-01-01

Abstract

We prove a priori estimates and regularity results for some quasilinear degenerate elliptic equations arising in optimal stochastic control problems. Our main results show that strong coerciveness of gradient terms forces bounded viscosity subsolutions to be globally Hölder continuous, and solutions to be locally Lipschitz continuous. We also give an existence result for the associated Dirichlet problem
2010
Pubblicato
Rilevanza internazionale
Articolo
Sì, ma tipo non specificato
Settore MAT/05 - ANALISI MATEMATICA
English
Capuzzo Dolcetta, I., Leoni, F., Porretta, A. (2010). Holder estimates for degenerate elliptic equations with coercive Hamiltonians. TRANSACTIONS OF THE AMERICAN MATHEMATICAL SOCIETY, 362, 4511-4536.
Capuzzo Dolcetta, I; Leoni, F; Porretta, A
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Utilizza questo identificativo per citare o creare un link a questo documento: https://hdl.handle.net/2108/11810
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