Hölder regularity for the gradient of the inhomogeneous parabolic normalized pp-Laplacian

preprint2016arXivOpen access

Abstract

In this paper we study an evolution equation involving the normalized pp-Laplacian and a bounded continuous source term. The normalized pp-Laplacian is in non divergence form and arises for example from stochastic tug-of-war games with noise. We prove local Cα,α2C^{α, \fracα{2}} regularity for the spatial gradient of the viscosity solutions. The proof is based on an improvement of flatness and proceeds by iteration.

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