Asymptotic Lipschitz regularity for tug-of-war games with varying probabilities

We prove an asymptotic Lipschitz estimate for value functions of tug-of-war games with varying probabilities defined in $\Omega\subset \mathbb R^n$. The method of the proof is based on a game-theoretic idea to estimate the value of a related game defined in $\Omega\times \Omega$ via couplings.

Regularity for nonlinear stochastic games

We establish regularity for functions satisfying a dynamic programming equation, which may arise for example from stochastic games or discretization schemes. Our results can also be utilized in obtaining regularity and existence results for the corresponding partial differential equations. peerReviewed

On the regularity of the Hardy-Littlewood maximal operator on subdomains of ℝn

AbstractWe establish the continuity of the Hardy-Littlewood maximal operator on W1,p(Ω), where Ω ⊂ ℝn is an arbitrary subdomain and 1 < p < ∞. Moreover, boundedness and continuity of the same operator is proved on the Triebel-Lizorkin spaces Fps,q (Ω) for 1 < p,q < ∞ and 0 < s < 1.

On the continuity of discrete maximal operators in Sobolev spaces

We investigate the continuity of discrete maximal operators in Sobolev space W 1;p (R n ). A counterexample is given as well as it is shown that the continuity follows under certain sucient assumptions. Especially, our research verifies that for the continuity in Sobolev spaces the role of the partition of the unity used in the construction of the maximal operator is very delicate.

The variation of the maximal function of a radial function

We study the problem concerning the variation of the Hardy-Littlewood maximal function in higher dimensions. As the main result, we prove that the variation of the non-centered Hardy-Littlewood maximal function of a radial function is comparable to the variation of the function itself.

Local maximal operators on fractional Sobolev spaces

In this note we establish the boundedness properties of local maximal operators MG on the fractional Sobolev spaces Ws;p(G) whenever G is an open set in Rn, 0 < s < 1 and 1 < p < 1. As an application, we characterize the fractional (s;p)-Hardy inequality on a bounded open set by a Maz'ya-type testing condition localized to Whitney cubes. pq(G) whenever G is an open set in R n , 0 < s < 1 and 1 < p;q <1. Our main focus lies in the mapping properties of MG on a fractional Sobolev space W s;p (G) with 0 < s < 1 and 1 < p < 1, see Section 2 for the denition or (3) for a survey of this space. The intrinsically dened function space W s;p (G) on a given domain G coincides with the trace space F s …

Gradient and Lipschitz Estimates for Tug-of-War Type Games

We define a random step size tug-of-war game and show that the gradient of a value function exists almost everywhere. We also prove that the gradients of value functions are uniformly bounded and converge weakly to the gradient of the corresponding $p$-harmonic function. Moreover, we establish an improved Lipschitz estimate when boundary values are close to a plane. Such estimates are known to play a key role in the higher regularity theory of partial differential equations. The proofs are based on cancellation and coupling methods as well as an improved version of the cylinder walk argument. peerReviewed

On the continuous and discontinuous maximal operators

Abstract In the first part of this paper we study the regularity properties of a wide class of maximal operators. These results are used to show that the spherical maximal operator is continuous W 1 , p ( R n ) ↦ W 1 , p ( R n ) , when p > n n − 1 . Other given applications include fractional maximal operators and maximal singular integrals. On the other hand, we show that the restricted Hardy–Littlewood maximal operator M λ , where the supremum is taken over the cubes with radii greater than λ > 0 , is bounded from L p ( R n ) to W 1 , p ( R n ) but discontinuous.

Harnack's inequality for p-harmonic functions via stochastic games

We give a proof of asymptotic Lipschitz continuity of p-harmonious functions, that are tug-of-war game analogies of ordinary p-harmonic functions. This result is used to obtain a new proof of Lipsc...

The Variation of the Fractional Maximal Function of a Radial Function

Abstract In this article, we study the regularity of the non-centered fractional maximal operator $M_{\beta}$. As the main result, we prove that there exists $C(n,\beta)$ such that if $q=n/(n-\beta)$ and $f$ is radial function, then $\|DM_{\beta}f\|_{L^{q}({\mathbb{R}^n})}\leq C(n,\beta)\|Df\|_{L^{1}({\mathbb{R}^n})}$. The corresponding result was previously known only if $n=1$ or $\beta=0$. Our proofs are almost free from one-dimensional arguments. Therefore, we believe that the new approach may be very useful when trying to extend the result for all $f\in W^{1,1}({\mathbb{R}^n})$.

Continuity of the maximal operator in Sobolev spaces

We establish the continuity of the Hardy-Littlewood maximal operator on Sobolev spaces W 1,p (R n ), 1 < p < ∞. As an auxiliary tool we prove an explicit formula for the derivative of the maximal function.

Gradient walks and $p$-harmonic functions

Regularity properties of maximal operators