On the local and global regularity of tug-of-war games
Abstract
This thesis studies local and global regularity properties of a stochastic
two-player zero-sum game called tug-of-war. In particular, we study value
functions of the game locally as well as globally, that is, close to the boundaries of the game domains. Furthermore, we formulate a continuous time
stochastic differential game and discuss, among other things, the equicontinuity of the families of value functions. The main motivation is to understand the properties of the games on their own right. As applications, we
obtain an existence and a regularity result for a nonlinear elliptic p-Laplace
type partial differential equation and a characterization of the solution to a
parabolic p-Laplace type equation.
Main Author
Format
Theses
Doctoral thesis
Published
2018
Series
Subjects
ISBN
978-951-39-7395-7
Publisher
University of Jyväskylä
The permanent address of the publication
https://urn.fi/URN:ISBN:978-951-39-7395-7Use this for linking
ISSN
1457-8905
Language
English
Published in
Report / University of Jyväskylä. Department of Mathematics and Statistics
License
