Holder estimate for a tug-of-war game with 1 < p < 2 from Krylov-Safonov regularity theory

被引：1
|
作者：
Arroyo, Angel [1 ]
Parviainen, Mikko [2 ]
机构：
[1] Univ Alicante, Dept Matemat, Alicante 03690, Spain
[2] Univ Jyvaskyla, Dept Math & Stat, POB 35, FI-40014 Jyvaskyla, Finland
来源：
REVISTA MATEMATICA IBEROAMERICANA | 2024年 / 40卷 / 03期
关键词：
ABP-estimate; elliptic non-divergence form partial differential equation with bounded and measurable coefficients; dynamic programming principle; local H & ouml; lder estimate; p-Laplacian; Pucci extremal operator; tug-of-war with noise; LAPLACIAN;
D O I：
10.4171/RMI/1462
中图分类号：
O1 [数学];
学科分类号：
0701 ; 070101 ;
摘要：
We propose a new version of the tug-of-war game and a corresponding dynamic programming principle related to the p -Laplacian with 1 < p < 2 . For this version, the asymptotic Holder continuity of solutions can be directly derived from recent Krylov-Safonov type regularity results in the singular case. Moreover, existence of a measurable solution can be obtained without using boundary corrections. We also establish a comparison principle.
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页码：1023 / 1044
页数：22
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