Asymptotic regularity for a random walk over ellipsoids

DOI10.1007/978-3-030-87502-2_41OpenAlexW4312970129MaRDI QIDQ6196700

Angel Arroyo

Publication date: 15 March 2024

Published in: Trends in Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-030-87502-2_41

zbMATH Keywords

stochastic gamesdynamic programming principleequations in nondivergence formcoupling of stochastic processeslocal Hölder estimatesellipsoid process

Mathematics Subject Classification ID

Discrete-time games (91A50) Smoothness and regularity of solutions to PDEs (35B65) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Applications of stochastic analysis (to PDEs, etc.) (60H30) Second-order elliptic equations (35J15)

Cites Work

• Unnamed Item
• Unnamed Item
• 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
• Asymptotic Lipschitz regularity for tug-of-war games with varying probabilities
• Viscosity solutions of fully nonlinear second-order elliptic partial differential equations
• Coupling of multidimensional diffusions by reflection
• Gradient estimates on manifolds using coupling
• Regularity for nonlinear stochastic games
• Local Lipschitz regularity for functions satisfying a time-dependent dynamic programming principle
• Sopra una classe di equazioni ellittiche a coefficienti misurabili
• Multidimensional diffusion processes.
• Converses of Gauss' Theorem on the Arithmetic Mean
• Asymptotic Hölder regularity for the ellipsoid process