SIAM Journal on Control and Optimization, Vol.49, No.2, 555-573, 2011
HOLDER REGULARITY FOR VISCOSITY SOLUTIONS OF FULLY NONLINEAR, LOCAL OR NONLOCAL, HAMILTON-JACOBI EQUATIONS WITH SUPERQUADRATIC GROWTH IN THE GRADIENT
Viscosity solutions of fully nonlinear, local or nonlocal, Hamilton-Jacobi equations with a superquadratic growth in the gradient variable are proved to be Holder continuous, with a modulus depending only on the growth of the Hamiltonian. The proof involves some representation formula for nonlocal Hamilton-Jacobi equations in terms of controlled jump processes and a weak reverse Holder inequality.
Keywords:integro-differential Hamilton-Jacobi equations;viscosity solutions;Holder continuity;degenerate parabolic equations;reverse Holder inequalities