Geometric regularity theory for a time-dependent Isaacs equation

preprint2022arXivOpen access

Abstract

The purpose of this work is to produce a regularity theory for a class of parabolic Isaacs equations. Our techniques are based on approximation methods which allow us to connect our problem with a Bellman parabolic model. An approximation regime for the coefficients, combined with a smallness condition on the source term unlocks new regularity results in Sobolev and Hölder spaces.

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