Alexandroff-Bakelman-Pucci estimate and Harnack inequality for degenerate/singular fully non-linear elliptic equations

preprint2010arXivOpen access

Abstract

In this paper, we study fully non-linear elliptic equations in non-divergence form which can be degenerate when "the gradient is small". Typical examples are either equations involving the mm-Laplace operator or Bellman-Isaacs equations from stochastic control problems. We establish an Alexandroff-Bakelman-Pucci estimate and we prove a Harnack inequality for viscosity solutions of such degenerate elliptic equations.

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