Uniform measure density condition and game regularity for tug-of-war games
Probability
2016-07-07 v2 Analysis of PDEs
Abstract
We show that a uniform measure density condition implies game regularity for all in a stochastic game called 'tug-of-war with noise'. The proof utilizes suitable choices of strategies combined with estimates for the associated stopping times and density estimates for the sum of independent and identically distributed random vectors.
Keywords
Cite
@article{arxiv.1510.04710,
title = {Uniform measure density condition and game regularity for tug-of-war games},
author = {Joonas Heino},
journal= {arXiv preprint arXiv:1510.04710},
year = {2016}
}