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We give a proof of Lipschitz continuity of p-harmonious functions, that are tug-of-war game analogies of ordinary p-harmonic functions. This result is used to obtain a new proof of Harnack's inequality for p-harmonic functions in the case…

Analysis of PDEs · Mathematics 2012-04-30 Hannes Luiro , Mikko Parviainen , Eero Saksman

In this paper, we provide new results about an invariance of $p$-harmonic functions under boundary perturbations by using tug-of-war with noise; a probabilistic interpretation of $p$-harmonic functions introduced by Peres-Sheffield in…

Analysis of PDEs · Mathematics 2010-03-24 Sungwook Kim

We investigate various boundary decay estimates for $p(\cdot)$-harmonic functions. For domains in $\mathbb{R}^n, n\geq 2$ satisfying the ball condition ($C^{1,1}$-domains) we show the boundary Harnack inequality for $p(\cdot)$-harmonic…

Analysis of PDEs · Mathematics 2014-05-13 Tomasz Adamowicz , Niklas Lundström

We propose a new version of the tug-of-war game and a corresponding dynamic programming principle related to the $p$-Laplacian with $1<p<2$. For this version, the asymptotic H\"older continuity of solutions can be directly derived from…

Analysis of PDEs · Mathematics 2022-12-22 Ángel Arroyo , Mikko Parviainen

In this paper we obtain a Harnack type inequality for solutions to elliptic equations in divergence form with non-standard $p(x)-$type growth. A model equation is the inhomogeneous $p(x)-$laplacian. Namely, \[…

Analysis of PDEs · Mathematics 2013-09-10 Noemi wolanski

Suppose that $p \in (1,\infty]$, $\nu \in [1/2,\infty)$, $\mathcal{S}_\nu = \left\{ (x_1,x_2) \in \mathbb{R}^2 \setminus \{(0, 0)\}: |\phi| < \frac{\pi}{2\nu}\right\}$, where $\phi$ is the polar angle of $(x_1,x_2)$. Let $R>0$ and…

Analysis of PDEs · Mathematics 2022-08-16 Niklas L. P. Lundström , Jesper Singh

We prove the stronger version of Harnack's inequality for positive harmonic functions defined on the unit disc.

Complex Variables · Mathematics 2025-01-20 Marek Svetlik

Let $G$ be a nonempty bounded domain in a finite-dimensional Euclidean space. The main results are general estimates from below at points from $G$ for an arbitrary subharmonic function $u\not\equiv -\infty$ on the closure of the domain $G$…

Complex Variables · Mathematics 2021-10-26 B. N. Khabibullin , E. U. Taipova

We give a self-contained and short proof for the existence, uniqueness and measurability of so called $p$-harmonious functions. The proofs only use elementary analytic tools. As a consequence, we obtain existence, uniqueness and…

Analysis of PDEs · Mathematics 2012-11-05 Hannes Luiro , Mikko Parviainen , Eero Saksman

A monotonicity property of Harnack inequality is proved for positive invariant harmonic functions in the unit ball.

Classical Analysis and ODEs · Mathematics 2007-05-23 Yifei Pan , Mei Wang

In this paper, we consider a product of a symmetric stable process in $\mathbb{R}^d$ and a one-dimensional Brownian motion in $\mathbb{R}^+$. Then we define a class of harmonic functions with respect to this product process. We show that…

Probability · Mathematics 2013-05-24 Deniz Karli

For all $1<p<\infty$ and $N\ge 2$ we prove that there is a constant $\alpha(p,N)>0$ such that the $p$-harmonic measure in $\R^N_+$ of a ball of radius $0 < \delta \leq 1$ in $\R^{N-1}$ is bounded above and below by a constant times $\delta…

Analysis of PDEs · Mathematics 2018-07-30 J. G. Llorente , J. J. Manfredi , W. C. Troy , J. M. Wu

A $2p$-times continuously differentiable complex-valued function $f=u+iv$ in a simply connected domain $\Omega\subseteq\mathbb{C}$ is \textit{p-harmonic} if $f$ satisfies the $p$-harmonic equation $\Delta ^pf=0.$ In this paper, we…

Complex Variables · Mathematics 2012-04-13 SH. Chen , S. Ponnusamy , X. Wang

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…

Analysis of PDEs · Mathematics 2018-06-20 Mikko Parviainen , Eero Ruosteenoja

In 1957, De Giorgi [3] proved the H\"{o}lder continuity for elliptic equations in divergence form and Moser [7] gave a new proof in 1960. Next year, Moser [8] obtained the Harnack inequality. In this note, we point out that the Harnack…

Analysis of PDEs · Mathematics 2019-01-21 Dongsheng Li , Kai Zhang

This paper investigates the existence, nonexistence, and qualitative properties of p-harmonic functions in the upper half-space $\mathbb{R}^N_+ \, (N \geq 3)$ satisfying nonlinear boundary conditions for $1<p<N$. Moreover, the symmetry of…

Analysis of PDEs · Mathematics 2023-07-25 Emerson Abreu , Rodrigo Clemente , João Marcos Do Ó , Everaldo Medeiros

We prove local Lipschitz continuity and Harnack's inequality for value functions of the stochastic game tug-of-war with noise and running payoff. As a consequence, we obtain game-theoretic proofs for the same regularity properties for…

Analysis of PDEs · Mathematics 2015-09-11 Eero Ruosteenoja

We prove the Harnack inequality for antisymmetric $s$-harmonic functions, and more generally for solutions of fractional equations with zero-th order terms, in a general domain. This may be used in conjunction with the method of moving…

Analysis of PDEs · Mathematics 2023-04-11 Serena Dipierro , Jack Thompson , Enrico Valdinoci

Fix a bounded domain Omega in R^d, a continuous function F on the boundary of Omega, and constants epsilon>0, p>1, and q>1 with p^{-1} + q^{-1} = 1. For each x in Omega, let u^epsilon(x) be the value for player I of the following…

Analysis of PDEs · Mathematics 2008-05-19 Yuval Peres , Scott Sheffield

We prove that every bounded Lipschitz function F on a subset Y of a length space X admits a tautest extension to X, i.e., a unique Lipschitz extension u for which Lip_U u = Lip_{boundary of U} u for all open subsets U of X that do not…

Analysis of PDEs · Mathematics 2012-06-20 Yuval Peres , Oded Schramm , Scott Sheffield , David B. Wilson
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