To the theory of viscosity solutions for uniformly elliptic Isaacs equations |
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Authors: | N.V. Krylov |
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Affiliation: | 127 Vincent Hall, University of Minnesota, Minneapolis, MN, 55455, United States |
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Abstract: | We show how a theorem about the solvability in C1,1 of special Isaacs equations can be used to obtain existence and uniqueness of viscosity solutions of general uniformly nondegenerate Isaacs equations. We apply it also to establish the C1+χ regularity of viscosity solutions and show that finite-difference approximations have an algebraic rate of convergence. The main coefficients of the Isaacs equations are supposed to be in Cγ with γ slightly less than 1/2. |
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Keywords: | 35D40 35J60 49N70 39A14 |
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