arXiv · 1802.00656
A continuous time tug-of-war game for parabolic $p(x,t)$-Laplace type equations
Abstract
We formulate a stochastic differential game in continuous time that represents the unique viscosity solution to a terminal value problem for a parabolic partial differential equation involving the normalized $p(x,t)$-Laplace operator. Our game is formulated in a way that covers the full range $1<p(x,t)<\infty$. Furthermore, we prove the uniqueness of viscosity solutions to our equation in the whole space under suitable assumptions.
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Joonas Heino. 2018-02-02. A continuous time tug-of-war game for parabolic $p(x,t)$-Laplace type equations. https://doi.org/10.1142/s0219199718500475
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