“…This is the most relevant case for applications to tug-of-war-like stochastic games with white noise, see Peres-Sheffield [20]. This equation has been studied by Garofalo [9], Banerjee-Garofalo [1,2,3], Does [8], Manfredi-Parviainen-Rossi [17,18], Rossi [21], Juutinen [13], Kawohl-Krömer-Kurtz [14], Liu-Schikorra [16], Rudd [22], as well as the last two authors [12]. Hölder estimates for the spatial gradient of their solutions was proved in [12].…”