Local Lipschitz regularity for functions satisfying a time-dependent dynamic programming principle

DOI10.3934/cpaa.2020114OpenAlexW3010152566MaRDI QIDQ2308262

Jeongmin Han

Publication date: 26 March 2020

Published in: Communications on Pure and Applied Analysis (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1812.00646

zbMATH Keywords

Lipschitz continuityparabolic \(p\)-Laplaciantug-of-war

Mathematics Subject Classification ID

Smoothness and regularity of solutions to PDEs (35B65) Initial-boundary value problems for second-order parabolic equations (35K20) Stochastic games, stochastic differential games (91A15) Quasilinear parabolic equations with (p)-Laplacian (35K92)

Related Items (3)

Gradient regularity for a singular parabolic equation in non-divergence form ⋮ Asymptotic regularity for a random walk over ellipsoids ⋮ Time-dependent tug-of-war games and normalized parabolic \(p\)-Laplace equations

Cites Work

• Local regularity for time-dependent tug-of-war games with varying probabilities
• Tug-of-war games with varying probabilities and the normalized \(p(x)\)-Laplacian
• Solutions of nonlinear PDEs in the sense of averages
• Asymptotic Lipschitz regularity for tug-of-war games with varying probabilities
• Local regularity results for value functions of tug-of-war with noise and running payoff
• Tug-of-war with noise: a game-theoretic view of the \(p\)-Laplacian
• A mixed problem for the infinity Laplacian via tug-of-war games
• Regularity for nonlinear stochastic games
• On the existence and uniqueness of \(p\)-harmonious functions.
• Hölder gradient estimates for parabolic homogeneous \(p\)-Laplacian equations
• On the characterization of \(p\)-harmonic functions on the Heisenberg group by mean value properties
• On absolutely minimizing Lipschitz extensions and PDE \(\bigtriangleup_{\infty}(u)=0\)
• On the definition and properties of $p$-harmonious functions
• An Asymptotic Mean Value Characterization for a Class of Nonlinear Parabolic Equations Related to Tug-of-War Games
• Tug-of-war and the infinity Laplacian
• Nonlocal Tug-of-War and the Infinity Fractional Laplacian
• An asymptotic mean value characterization for 𝑝-harmonic functions
• Harmonious Extensions
• Harnack's Inequality forp-Harmonic Functions via Stochastic Games
• Unnamed Item
• Unnamed Item

This page was built for publication: Local Lipschitz regularity for functions satisfying a time-dependent dynamic programming principle