Abstract
We consider the interior Hölder regularity of spatial gradient of viscosity solution to the parabolic normalized p ( x , t ) -Laplace equation u t = ( δ i j + ( p ( x , t ) − 2 ) u i u j | D u | 2 ) u i j with some suitable assumptions on p ( x , t ) , which arises naturally from a two-player zero-sum stochastic differential game with probabilities depending on space and time.
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