6533b872fe1ef96bd12d2eaf
RESEARCH PRODUCT
Local regularity for time-dependent tug-of-war games with varying probabilities
Eero RuosteenojaMikko Parviainensubject
Computer Science::Computer Science and Game TheoryPure mathematicsparabolic p(xTug of warMathematics::Analysis of PDEsHölder condition01 natural sciencesMathematics - Analysis of PDEsFOS: Mathematicsstochastic gamestug-of-war0101 mathematicsConnection (algebraic framework)Harnack's inequalityMathematicsHarnack inequalitySpacetimeHölder continuityApplied Mathematicsta111010102 general mathematicsLipschitz continuity010101 applied mathematicst)-LaplacianConstant (mathematics)AnalysisAnalysis of PDEs (math.AP)description
We study local regularity properties of value functions of time-dependent tug-of-war games. For games with constant probabilities we get local Lipschitz continuity. For more general games with probabilities depending on space and time we obtain H\"older and Harnack estimates. The games have a connection to the normalized $p(x,t)$-parabolic equation $(n+p(x,t))u_t=\Delta u+(p(x,t)-2) \Delta_{\infty}^N u$.
| year | journal | country | edition | language |
|---|---|---|---|---|
| 2016-07-01 | Journal of Differential Equations |