A priori estimates of the derivatives of solutions of the Bellman equations
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Tài liệu tham khảo
N. V. Krylov, Nonlinear Elliptic and Parabolic Equations of Second Order [in Russian], Nauka, Moscow (1985).
N. V. Krylov, ?On control by diffusion processes up to the moment of the first exit from a region,? Izv. Akad. Nauk SSSR, Ser. Mat.,45, No. 5, 1029?1048 (1981).
N. V. Krylov, ?On degenerate nonlinear elliptic equations,? Mat. Sb.,120, No. 3, 311?330 (1983).