Type: Article
Publication Date: 2017-02-17
Citations: 30
DOI: https://doi.org/10.1142/s0219199717500353
In this paper, we study an evolution equation involving the normalized [Formula: see text]-Laplacian and a bounded continuous source term. The normalized [Formula: see text]-Laplacian is in non-divergence form and arises for example from stochastic tug-of-war games with noise. We prove local [Formula: see text] regularity for the spatial gradient of the viscosity solutions. The proof is based on an improvement of flatness and proceeds by iteration.