Uniform measure density condition and game regularity for tug-of-war games

Abstract

We show that a uniform measure density condition implies game regularity for all $2<p<\infty$ in a stochastic game called 'tug-of-war with noise'. The proof utilizes suitable choices of strategies combined with estimates for the associated stopping times and density estimates for the sum of independent and identically distributed random vectors.

References in corpus (1)

• Harnack's inequality for p-harmonic functions via stochastic games

Cited by in corpus (1)

• The evolution problem associated with eigenvalues of the Hessian