Advances in Calculus of Variations
Managing Editor: Duzaar, Frank / Kinnunen, Juha
Editorial Board Member: Armstrong, Scott N. / Astala, Kari / Colding, Tobias / Dacorogna, Bernard / Dal Maso, Gianni / DiBenedetto, Emmanuele / Fonseca, Irene / Finster, Felix / Gianazza, Ugo / Gursky, Matthew / Hardt, Robert / Ishii, Hitoshi / Kristensen, Jan / Manfredi, Juan / Martell, Jose Maria / McCann, Robert / Mingione, Giuseppe / Nystrom, Kaj / Pacard, Frank / Preiss, David / Riviére, Tristan / Schaetzle, Reiner / Silvestre, Luis
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IMPACT FACTOR 2016: 1.182
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Local regularity results for value functions of tug-of-war with noise and running payoff
We prove local Lipschitz continuity and Harnack's inequality for value functions of the stochastic game tug-of-war with noise and running payoff. As a consequence, we obtain game-theoretic proofs for the same regularity properties for viscosity solutions of the inhomogeneous p-Laplace equation when p > 2.
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