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Published online by Cambridge University Press: 16 June 2022
We examine the Isaacs equations through approximation methods. Because this equation lacks convexity and differentiability, important developments in regularity theory are not available. We approximate an Isaacs operator by a Bellman one, with fixed coefficients, and transmit regularity from the latter to the former. It allows us to develop a regularity for the solutions to the Isaacs equation in Sobolev and Hölder spaces (including classical solutions).
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