Local Lipschitz regularity for functions satisfying a time-dependent dynamic programming principle
Analysis of PDEs
2019-10-17 v3
Abstract
We prove in this article that functions satisfying a dynamic programming principle have a local interior Lipschitz type regularity. This DPP is partly motivated by the connection to the normalized parabolic -Laplace operator.
Keywords
Cite
@article{arxiv.1812.00646,
title = {Local Lipschitz regularity for functions satisfying a time-dependent dynamic programming principle},
author = {Jeongmin Han},
journal= {arXiv preprint arXiv:1812.00646},
year = {2019}
}