{
  "id": "1404.2974",
  "version": "v1",
  "published": "2014-04-11T00:32:09.000Z",
  "updated": "2014-04-11T00:32:09.000Z",
  "title": "Approximating the value functions for stochastic differential games with the ones having bounded second derivatives",
  "authors": [
    "N. V. Krylov"
  ],
  "comment": "17 pages",
  "categories": [
    "math.PR"
  ],
  "abstract": "We show a method of uniform approximation of the value functions of uniformly nondegenerate stochastic differential games in smooth domains up to a constant over $K$ with the ones having second-order derivatives bounded by a constant times $K$ for any $K\\geq1$",
  "revisions": [
    {
      "version": "v1",
      "updated": "2014-04-11T00:32:09.000Z"
    }
  ],
  "analyses": {
    "subjects": [
      "49N70",
      "35D40",
      "49L25"
    ],
    "keywords": [
      "bounded second derivatives",
      "value functions",
      "uniformly nondegenerate stochastic differential games",
      "uniform approximation",
      "constant times"
    ],
    "note": {
      "typesetting": "TeX",
      "pages": 17,
      "language": "en",
      "license": "arXiv",
      "status": "editable",
      "adsabs": "2014arXiv1404.2974K"
    }
  }
}