Hölder estimate for a tug-of-war game with 1 < p < 2 from Krylov–Safonov regularity theory
- Ángel Arroyo 1
- Mikko Parviainen 2
- 1 Universidad de Alicante, Spain
- 2 University of Jyväskylä, Finland
ISSN: 0213-2230
Año de publicación: 2024
Volumen: 40
Número: 3
Páginas: 1023-1044
Tipo: Artículo
Otras publicaciones en: Revista matemática iberoamericana
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.