Tug-of-war with noise and an invariance of p-harmonic functions under boundary perturbations

Abstract

In this paper, we provide new results about an invariance of $p$-harmonic functions under boundary perturbations by using tug-of-war with noise; a probabilistic interpretation of $p$-harmonic functions introduced by Peres-Sheffield in \cite{ps}. As a main result, when $E\subset\bo $ is countable and $f\in C(\bo)$, we provide a necessary and sufficient condition for $E$ to guarantee that $H_g=H_f$ whenever $g=f$ on $\bo\setminus E$. Here $H_f$ and $H_g$ denote the Perron solutions of $f$ and $g$. It turns out that $E$ should be of $p$-harmonic measure zero with respect to $\Omega$. As a consequence, we analyze a structure of a countable set of $p$-harmonic measure zero. In particular, we give some results for the subadditivity of $p$-harmonic measures and an invariance result for $p$-harmonic measures. In addition, the results in this paper solve the problem regarding a perturbation point Björn \cite{Bjorn} suggested for the case of unweighted ${\mathbb{R}}^n$.

16 pages