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Hölder Regularity for Viscosity Solutions of Fully Nonlinear, Local or Nonlocal, Hamilton–Jacobi Equations with Superquadratic Growth in the Gradient

dc.contributor.authorCardaliaguet, Pierre
dc.contributor.authorRainer, Catherine
dc.date.accessioned2011-04-05T08:04:52Z
dc.date.available2011-04-05T08:04:52Z
dc.date.issued2011
dc.identifier.urihttps://basepub.dauphine.fr/handle/123456789/5894
dc.language.isoenen
dc.subjectintegro-differential Hamilton–Jacobi equationsen
dc.subjectviscosity solutionsen
dc.subjectHölder continuityen
dc.subjectdegenerate parabolic equationsen
dc.subjectreverse Hölder inequalitiesen
dc.subject.ddc519en
dc.titleHölder Regularity for Viscosity Solutions of Fully Nonlinear, Local or Nonlocal, Hamilton–Jacobi Equations with Superquadratic Growth in the Gradienten
dc.typeArticle accepté pour publication ou publié
dc.description.abstractenViscosity solutions of fully nonlinear, local or nonlocal, Hamilton–Jacobi equations with a superquadratic growth in the gradient variable are proved to be Hölder continuous, with a modulus depending only on the growth of the Hamiltonian. The proof involves some representation formula for nonlocal Hamilton–Jacobi equations in terms of controlled jump processes and a weak reverse Hölder inequality.en
dc.relation.isversionofjnlnameSIAM Journal on Control and Optimization
dc.relation.isversionofjnlvol49en
dc.relation.isversionofjnlissue2en
dc.relation.isversionofjnldate2011
dc.relation.isversionofjnlpages555-573en
dc.relation.isversionofdoihttp://dx.doi.org/10.1137/100784400en
dc.identifier.urlsitehttp://hal.archives-ouvertes.fr/hal-00451248/fr/en
dc.description.sponsorshipprivateouien
dc.relation.isversionofjnlpublisherSIAMen
dc.subject.ddclabelProbabilités et mathématiques appliquéesen


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