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arXiv · 1407.0889

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

Eero Ruosteenoja
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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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Eero Ruosteenoja. 2015-09-10. Local regularity results for value functions of tug-of-war with noise and running payoff. https://arxiv.org/abs/1407.0889

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