Tug-of-war games and parabolic problems with spatial and time dependence.

zbMATH Open1324.35065arXiv1208.6245MaRDI QIDQ2018254FDOQ2018254

Authors: Leandro M. Del Pezzo, J. D. Rossi 

Publication date: 13 April 2015

Published in: Differential and Integral Equations (Search for Journal in Brave)

Abstract: In this paper we use probabilistic arguments (Tug-of-War games) to obtain existence of viscosity solutions to a parabolic problem of the form ${\displaystyle }$ {cases} K_{(x,t)}(D u)u_t (x,t)= frac12 <D^2 u J_{(x,t)}(D u),J_{(x,t)}(D u) (x,t) &{in} Omega_T, u(x,t)=F(x)&{on}Gamma, {cases} ${\displaystyle }$ where $Omeg{a}_T=Omegaimes(0,T]$ and $Gamma$ is its parabolic boundary. This problem can be viewed as a version with spatial and time dependence of the evolution problem given by the infinity Laplacian, $u_t(x,t)=<D^{2}u(x,t)fracDu|Du|(x,t),,fracDu|Du|(x,t)>$.

Full work available at URL: https://arxiv.org/abs/1208.6245

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zbMATH Keywords

viscosity solutionparabolic equationtug-of-war gameinfinity Laplacian

Mathematics Subject Classification ID

PDEs in connection with game theory, economics, social and behavioral sciences (35Q91) Oscillation, zeros of solutions, mean value theorems, etc. in context of PDEs (35B05) Viscosity solutions to PDEs (35D40) Nonlinear parabolic equations (35K55) Stochastic games, stochastic differential games (91A15)

Cited In (7)

• Evolution driven by the infinity fractional Laplacian
• Time-dependent tug-of-war games and normalized parabolic \(p\)-Laplace equations
• The evolution problem associated with eigenvalues of the Hessian
• A continuous time tug-of-war game for parabolic \(p(x,t)\)-Laplace-type equations
• Tug-of-war with Kolmogorov
• An Asymptotic Mean Value Characterization for a Class of Nonlinear Parabolic Equations Related to Tug-of-War Games
• Tug-of-war games and the infinity Laplacian with spatial dependence

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