Notes on tug-of-war games and the p-Laplace equation
Analysis of PDEs
2023-06-06 v2 Probability
Abstract
The objective is the interplay between stochastic processes and partial differential equations. To be more precise, we focus on the connection between the nonlinear p-Laplace equation, and the stochastic game called tug-of-war with noise. The connection in this context was discovered roughly 15 years ago, and has provided novel insight and approaches ever since. These lecture notes provide a short introduction to the topic and to more research oriented literature. We also introduce the parabolic case side by side with the elliptic one, and cover some parts of the regularity theory.
Keywords
Cite
@article{arxiv.2208.09732,
title = {Notes on tug-of-war games and the p-Laplace equation},
author = {Mikko Parviainen},
journal= {arXiv preprint arXiv:2208.09732},
year = {2023}
}