On the local and global regularity of tug-of-war games
Julkaistu sarjassaReport / University of Jyväskylä, Department of Mathematics and Statistics
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.
JulkaisijaUniversity of Jyväskylä
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