论文标题
渐次
Asymptotic $C^{1,γ}$-regularity for value functions to uniformly elliptic dynamic programming principles
论文作者
论文摘要
在本文中，我们证明了一个渐近$ c^{1，γ} $ - 估计与统一椭圆形动态编程原理相关的随机过程的价值函数。作为一个应用程序，这使我们可以通过离散的梯度传递到极限，然后获得相应限制PDE的$ c^{1，γ} $ - 结果。
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.
