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Local regularity results for value functions of tug-of-war with noise and running payoff

Published 3 Jul 2014 in math.AP | (1407.0889v2)

Abstract: 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 viscosity solutions of the inhomogeneous $p$-Laplace equation when $p>2$.

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Authors (1)

  1. Eero Ruosteenoja 

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