Hölder gradient estimates on $L^p$-viscosity solutions of fully nonlinear parabolic equations with VMO coefficients

Date
2019/11/08 Fri 15:30 - 17:30
Room
3号館251号室
Speaker
Shota Tateyama
Affiliation
Waseda University
Abstract

We discuss fully nonlinear second order uniformly parabolic equations including Isaacs parabolic equations. Isaacs equations arise in the theory of stochastic differential games. In 2014, N.V. Krylov proved the existence of $L^p$-viscosity solutions of boundary value problems for equations with VMO (vanishing mean oscillation) "coefficients" when $p>n+2$. Furthermore, the solutions were in the parabolic Hölder space $C^{1+\alpha, \frac{1+\alpha}{2}}$ for $\alpha\in(0, 1)$. Our purpose is to show interior Hölder estimates on the spatial gradients of $L^p$-viscosity solutions of fully nonlinear parabolic equations under the same conditions as in Krylov's result.