Tug-of-War games and parabolic problems with spatial and time dependence
Analysis of PDEs
2014-01-21 v1
Abstract
In this paper we use probabilistic arguments (Tug-of-War games) to obtain existence of viscosity solutions to a parabolic problem of the form {cases} K_{(x,t)}(D u)u_t (x,t)= \frac12 <D^2 u J_{(x,t)}(D u),J_{(x,t)}(D u) (x,t) &{in} \Omega_T, u(x,t)=F(x)&{on}\Gamma, {cases} where and is its parabolic boundary. This problem can be viewed as a version with spatial and time dependence of the evolution problem given by the infinity Laplacian, .
Keywords
Cite
@article{arxiv.1208.6245,
title = {Tug-of-War games and parabolic problems with spatial and time dependence},
author = {Leandro M. Del Pezzo and Julio D. Rossi},
journal= {arXiv preprint arXiv:1208.6245},
year = {2014}
}
Comments
16 pages