OpenAlex | On the differentiability of the solutions of non-local Isaacs equations involving $\frac{1}{2}$-Laplacian

On the differentiability of the solutions of non-local Isaacs equations involving $\frac{1}{2}$-Laplacian

Work

Year: 2016

Type: article

Abstract: We derive $C^{1,\sigma}$-estimate for the solutions of a class of non-local elliptic Bellman-Isaacs equations. These equations are fully nonlinear and are associated with infinite horizon stochastic d... more

Source: Communications on Pure &amp Applied Analysis

Authors Indranil Chowdhury, Imran H. Biswas

Cites: 19

Cited by:

Related to: 10

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Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: gold