Connections between coupling and Ishii-Lions methods for tug-of-war with noise stochastic games
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arXiv
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| Auteurs principaux: | , , |
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| Format: | Preprint |
| Publié: |
2025
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| _version_ | 1866913662461018112 |
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| author | Anttila, Riku Manfredi, Juan J. Parviainen, Mikko |
| author_facet | Anttila, Riku Manfredi, Juan J. Parviainen, Mikko |
| contents | We present a streamlined account of two different regularity methods as well as their connections. We consider the coupling method in the context of tug-of-war with noise stochastic games, and consider viscosity solutions of the $p$-Laplace equation in the context of the Ishii-Lions method. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2501_13897 |
| institution | arXiv |
| publishDate | 2025 |
| record_format | arxiv |
| spellingShingle | Connections between coupling and Ishii-Lions methods for tug-of-war with noise stochastic games Anttila, Riku Manfredi, Juan J. Parviainen, Mikko Analysis of PDEs Probability We present a streamlined account of two different regularity methods as well as their connections. We consider the coupling method in the context of tug-of-war with noise stochastic games, and consider viscosity solutions of the $p$-Laplace equation in the context of the Ishii-Lions method. |
| title | Connections between coupling and Ishii-Lions methods for tug-of-war with noise stochastic games |
| topic | Analysis of PDEs Probability |
| url | https://arxiv.org/abs/2501.13897 |