English

To the theory of viscosity solutions for uniformly parabolic Isaacs equations

Analysis of PDEs 2014-08-05 v3

Abstract

We show how a theorem about the solvability in W1,2W^{1,2}_{\infty} of special parabolic Isaacs equations can be used to obtain the existence and uniqueness of viscosity solutions of general uniformly nondegenerate parabolic Isaacs equations. We apply it also to establish the C1+χC^{1+\chi} regularity of viscosity solutions and show that finite-difference approximations have an algebraic rate of convergence. The main coefficients of the Isaacs equations are supposed to be in CγC^{\gamma} with respect to the spatial variables with γ\gamma slightly less than 1/21/2.

Keywords

Cite

@article{arxiv.1405.0633,
  title  = {To the theory of viscosity solutions for uniformly parabolic Isaacs equations},
  author = {N. V. Krylov},
  journal= {arXiv preprint arXiv:1405.0633},
  year   = {2014}
}

Comments

22 pages, generalized results, some typos corrected, added a missing assumption which was however explicitly used. arXiv admin note: substantial text overlap with arXiv:1404.1629