Hölder regularity for viscosity solutions of fully nonlinear, local or nonlocal, Hamilton-Jacobi equations with super-quadratic growth in the gradient

Pierre Cardaliaguet, Catherine Rainer

Published 2010-01-28Version 1

Viscosity solutions of fully nonlinear, local or non local, Hamilton-Jacobi equations with a super-quadratic growth in the gradient variable are proved to be H\"older 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 inequality.