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

  • Ángel Arroyo [1] ; Mikko Parviainen [2]
    1. [1] Universitat d'Alacant

      Universitat d'Alacant

      Alicante, España

    2. [2] University of Jyväskylä

      University of Jyväskylä

      Jyväskylä, Finlandia

  • Localización: Revista matemática iberoamericana, ISSN 0213-2230, Vol. 40, Nº 3, 2024, págs. 1023-1044
  • Idioma: inglés
  • DOI: 10.4171/RMI/1462
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  • Resumen
    • 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 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.


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