Hölder regularity for the gradient of the inhomogeneous parabolic normalized $p$-Laplacian

Abstract

In this paper we study an evolution equation involving the normalized $p$-Laplacian and a bounded continuous source term. The normalized $p$-Laplacian is in non divergence form and arises for example from stochastic tug-of-war games with noise. We prove local $C^{\alpha ,\frac{\alpha }{2}}$ regularity for the spatial gradient of the viscosity solutions. The proof is based on an improvement of flatness and proceeds by iteration.