We are dealing with the Dirichlet problem for elliptic Bellman equations with underlying linear operators. Under some mild assumptions we prove that second order derivatives of a solution can be estimated in the interior of the domain via estimates on the boundary of the function itself and its derivatives up to the second order, the maJdmum of the second order normal derivative entering the estimate with arbitrary small coefficient.
|Original language||English (US)|
|Number of pages||24|
|Journal||Differential and Integral Equations|
|State||Published - Jan 1994|