Hölder estimates for degenerate elliptic equations with coercive Hamiltonians
Italo Capuzzo Dolcetta, Fabiana Leoni, Alessio Porretta · Transactions of the American Mathematical Society · 2010
We prove a priori estimates and regularity results for some quasilinear degenerate elliptic equations arising in optimal stochastic control problems. Our main results show that strong coerciveness of gradient terms forces bounded viscosity subsolutions to be globally Hölder continuous, and solutions to be locally Lipschitz continuous. We also give an existence result for the associated Dirichlet problem.