English

On the existence and uniqueness of p-harmonious functions

Analysis of PDEs 2012-11-05 v1

Abstract

We give a self-contained and short proof for the existence, uniqueness and measurability of so called pp-harmonious functions. The proofs only use elementary analytic tools. As a consequence, we obtain existence, uniqueness and measurability of value functions for the tug-of-war game with noise.

Keywords

Cite

@article{arxiv.1211.0430,
  title  = {On the existence and uniqueness of p-harmonious functions},
  author = {Hannes Luiro and Mikko Parviainen and Eero Saksman},
  journal= {arXiv preprint arXiv:1211.0430},
  year   = {2012}
}