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arXiv 1407.0889math.AP
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带噪声和运行支付的拔河值函数的局部正则性结果

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

Eero Ruosteenoja

摘要:

证明了带噪声和运行支付的随机对策拔河的值函数的局部Lipschitz连续性和Harnack不等式。作为结果,我们得到了博弈论证明的非齐次$p$ -拉普拉斯方程的黏性解的相同的正则性时,$p>2$。

英文摘要:

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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