Asymptotic $C^{1,\gamma}$-regularity for value functions to uniformly elliptic dynamic programming principles
Analysis of PDEs
2022-06-22 v1 Probability
Abstract
In this paper we prove an asymptotic -estimate for value functions of stochastic processes related to uniformly elliptic dynamic programming principles. As an application, this allows us to pass to the limit with a discrete gradient and then to obtain a -result for the corresponding limit PDE.
Cite
@article{arxiv.2206.09001,
title = {Asymptotic $C^{1,\gamma}$-regularity for value functions to uniformly elliptic dynamic programming principles},
author = {Pablo Blanc and Mikko Parviainen and Julio D. Rossi},
journal= {arXiv preprint arXiv:2206.09001},
year = {2022}
}