Local regularity results for value functions of tug-of-war with noise and running payoff

DOI10.1515/ACV-2014-0021MaRDI QIDQ905393zbMATH OpenOpenAlexWikidataFDO

Authors Eero Ruosteenoja

Publication date 19 January 2016

Published in Advances in the Calculus of Variations (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1407.0889

zbMATH Keywords

\(p\)-Laplacianstochastic gamesLipschitz estimatesHarnack's inequality

Mathematics Subject Classification ID

Smoothness and regularity of solutions to PDEs (35B65) Viscosity solutions to PDEs (35D40) Quasilinear elliptic equations with (p)-Laplacian (35J92) PDEs with randomness, stochastic partial differential equations (35R60) Stochastic games, stochastic differential games (91A15)

Abstract: We prove local Lipschitz continuity and Harnack's inequality for value functions of the stochastic game tug-of-war with noise and running payoff. As a consequence, we obtain game-theoretic proofs for the same regularity properties for viscosity solutions of the inhomogeneous $p$-Laplace equation when $p>2$.

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Cited in

(19)

• Regularity for quasi-linear parabolic equations with nonhomogeneous degeneracy or singularity
• Non-local Tug-of-War with noise for the geometric fractional \(p\)-Laplacian
• \(C^{1,\alpha}\) regularity for the normalized \(p\)-Poisson problem
• Hölder gradient regularity for the inhomogeneous normalized \(p(x)\)-Laplace equation
• Maximal operators for the \(p\)-Laplacian family
• Asymptotic Lipschitz regularity for tug-of-war games with varying probabilities
• Local Lipschitz regularity for functions satisfying a time-dependent dynamic programming principle
• Regularity for nonlinear stochastic games
• Local regularity for time-dependent tug-of-war games with varying probabilities
• Hölder regularity for stochastic processes with bounded and measurable increments
• Noisy tug of war games for the $p$-Laplacian: 1 < p < $\infty$
• H\"older estimate for a tug-of-war game with $1<p<2$ from Krylov-Safonov regularity theory
• A deterministic game interpretation for fully nonlinear parabolic equations with dynamic boundary conditions
• A game-theoretic approach to dynamic boundary problems for level-set curvature flow equations and applications
• Games associated with products of eigenvalues of the Hessian
• Gradient Hölder regularity for parabolic normalized \(p(x,t)\)-Laplace equation
• Time-dependent tug-of-war games and normalized parabolic \(p\)-Laplace equations
• Uniform measure density condition and game regularity for tug-of-war games
• Gradient and Lipschitz estimates for tug-of-war-type games

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