To the theory of viscosity solutions for uniformly elliptic Isaacs equations

N. V. Krylov

Published 2014-04-06, updated 2014-04-19Version 2

We show how a theorem about solvability in $C^{1,1}$ of special Isaacs equations can be used to obtain existence and uniqueness of viscosity solutions of general uniformly nondegenerate Isaacs equations. We apply it also to establish the $C^{1+\chi}$ regularity of viscosity solutions and show that finite-difference approximations have an algebraic rate of convergence. The main coefficients of the Isaacs equations are supposed to be in $C^{\gamma}$ with $\gamma$ slightly less than $1/2$.