Asymptotic $C^{1,γ}$-regularity for value functions to uniformly elliptic dynamic programming principles

In this paper we prove an asymptotic $C^{1,γ}$-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 $C^{1,γ}$-result for the corresponding limit PDE.

No reviews yet.

No comments yet.