Angel Rene Arroyo Garcia, Mikko Parviainen
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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