Hölder estimate for a tug-of-war game with from Krylov–Safonov regularity theory
Ángel Arroyo
Universidad de Alicante, SpainMikko Parviainen
University of Jyväskylä, Finland
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Abstract
We propose a new version of the tug-of-war game and a corresponding dynamic programming principle related to the -Laplacian with . For this version, the asymptotic Hölder 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.
Cite this article
Ángel Arroyo, Mikko Parviainen, Hölder estimate for a tug-of-war game with from Krylov–Safonov regularity theory. Rev. Mat. Iberoam. 40 (2024), no. 3, pp. 1023–1044
DOI 10.4171/RMI/1462