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arXiv · 1211.0430

On the existence and uniqueness of p-harmonious functions

Hannes Luiro·Mikko Parviainen·Eero Saksman
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Abstract

We give a self-contained and short proof for the existence, uniqueness and measurability of so called $p$-harmonious functions. The proofs only use elementary analytic tools. As a consequence, we obtain existence, uniqueness and measurability of value functions for the tug-of-war game with noise.

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Hannes Luiro, Mikko Parviainen, Eero Saksman. 2012-11-02. On the existence and uniqueness of p-harmonious functions. https://arxiv.org/abs/1211.0430

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