De Giorgi Techniques Applied to Hamilton-Jacobi Equations with Unbounded Right-Hand Side

Abstract

In this article we obtain Holder estimates for solutions to second-order Hamilton-Jacobi equations with super-quadratic growth in the gradient and unbounded source term. The estimates are uniform with respect to the smallness of the diffusion and the smoothness of the Hamiltonian. Our work is in the spirit of a result by P. Cardaliaguet and L. Silvestre [5]. We utilize De Giorgi's method, which was introduced to this class of equations in [6].