H\"older estimate for a tug-of-war game with 1

DOI10.4171/RMI/1462MaRDI QIDQ6421183FDOQ6421183

Authors Ángel Arroyo, Mikko Parviainen

Publication date 21 December 2022

Mathematics Subject Classification ID

Smoothness and regularity of solutions to PDEs (35B65) Quasilinear elliptic equations with (p)-Laplacian (35J92) Discrete-time games (91A50)

Abstract: We propose a new version of the tug-of-war game and a corresponding dynamic programming principle related to the $p$-Laplacian with $1<p<2$. For this version, the asymptotic H"older continuity of solutions can be directly derived from recent Krylov-Safonov type regularity results in the singular case. Moreover, existence of a measurable solution can be obtained without using boundary corrections. We also establish a comparison principle.

Recommendations

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• Game-theoretic approach to Hölder regularity for PDEs involving eigenvalues of the Hessian
• Tug-of-war games with varying probabilities and the normalized \(p(x)\)-Laplacian

Cited in

(1)

• Game-theoretic approach to Hölder regularity for PDEs involving eigenvalues of the Hessian

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