Local regularity results for value functions of tug-of-war with noise and running payoff
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Publication:905393
DOI10.1515/acv-2014-0021zbMath1331.35069arXiv1407.0889OpenAlexW2963802741WikidataQ110236325 ScholiaQ110236325MaRDI QIDQ905393
Publication date: 19 January 2016
Published in: Advances in Calculus of Variations (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1407.0889
Smoothness and regularity of solutions to PDEs (35B65) Stochastic games, stochastic differential games (91A15) PDEs with randomness, stochastic partial differential equations (35R60) Viscosity solutions to PDEs (35D40) Quasilinear elliptic equations with (p)-Laplacian (35J92)
Related Items (14)
Hölder gradient regularity for the inhomogeneous normalized \(p(x)\)-Laplace equation ⋮ Local regularity for time-dependent tug-of-war games with varying probabilities ⋮ \(C^{1,\alpha}\) regularity for the normalized \(p\)-Poisson problem ⋮ Regularity for nonlinear stochastic games ⋮ A deterministic game interpretation for fully nonlinear parabolic equations with dynamic boundary conditions ⋮ Games associated with products of eigenvalues of the Hessian ⋮ Hölder regularity for stochastic processes with bounded and measurable increments ⋮ Time-dependent tug-of-war games and normalized parabolic \(p\)-Laplace equations ⋮ Maximal operators for the \(p\)-Laplacian family ⋮ Gradient Hölder regularity for parabolic normalized \(p(x,t)\)-Laplace equation ⋮ Local Lipschitz regularity for functions satisfying a time-dependent dynamic programming principle ⋮ A game-theoretic approach to dynamic boundary problems for level-set curvature flow equations and applications ⋮ Regularity for quasi-linear parabolic equations with nonhomogeneous degeneracy or singularity ⋮ Gradient and Lipschitz Estimates for Tug-of-War Type Games
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