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 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 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 with respect to the spatial variables with slightly less than .
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