Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
4609479 | Journal of Differential Equations | 2016 | 42 Pages |
Abstract
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 obtain Hölder and Harnack estimates. The games have a connection to the normalized p(x,t)p(x,t)-parabolic equation ut=Δu+(p(x,t)−2)Δ∞Nu.
Related Topics
Physical Sciences and Engineering
Mathematics
Analysis
Authors
Mikko Parviainen, Eero Ruosteenoja,