A game theoretical approach for an elliptic system with two different operators (the Laplacian and the infinity Laplacian)

arXiv2003.08969MaRDI QIDQ6337060FDOQ6337060

Authors: Alfredo Miranda, J. D. Rossi 

Publication date: 19 March 2020

Abstract: In this paper we find viscosity solutions to an elliptic system governed by two different operators (the Laplacian and the infinity Laplacian) using a probabilistic approach. We analyze a game that combines the Tug-of-War with Random Walks in two different boars. We show that these value functions converge uniformly to a viscosity solution of the elliptic system as the step size goes to zero. In addition, we show uniqueness for the elliptic system using pure PDE techniques.

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