Asymptotics for the resolvent equation associated to the game-theoretic -laplacian
arXiv:1801.04230
Abstract
We consider the (viscosity) solution of the elliptic equation in a domain (not necessarily bounded), satisfying on its boundary. Here, is the {\it game-theoretic or normalized -laplacian}. We derive asymptotic formulas for involving the values of , in the spirit of Varadhan's work \cite{Va}, and its -mean on balls touching the boundary, thus generalizing that obtained in \cite{MS-AM} for . As in a related parabolic problem, investigated in \cite{BM}, we link the relevant asymptotic behavior to the geometry of the domain.
17 pages, 1 figure