English

Local regularity for time-dependent tug-of-war games with varying probabilities

Analysis of PDEs 2018-06-20 v4

Abstract

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)p(x,t)-parabolic equation (n+p(x,t))ut=Δu+(p(x,t)2)ΔNu(n+p(x,t))u_t=\Delta u+(p(x,t)-2) \Delta_{\infty}^N u.

Keywords

Cite

@article{arxiv.1512.02066,
  title  = {Local regularity for time-dependent tug-of-war games with varying probabilities},
  author = {Mikko Parviainen and Eero Ruosteenoja},
  journal= {arXiv preprint arXiv:1512.02066},
  year   = {2018}
}

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38 pages