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
Hölder estimates for degenerate elliptic equations with coercive Hamiltonians / CAPUZZO DOLCETTA, Italo; Leoni, Fabiana; A., Porretta. - In: TRANSACTIONS OF THE AMERICAN MATHEMATICAL SOCIETY. - ISSN 0002-9947. - STAMPA. - 362:(2010), pp. 4511-4536. [10.1090/S0002-9947-10-04807-5]
Hölder estimates for degenerate elliptic equations with coercive Hamiltonians
CAPUZZO DOLCETTA, Italo;LEONI, Fabiana;
2010
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 problemI documenti in IRIS sono protetti da copyright e tutti i diritti sono riservati, salvo diversa indicazione.
