31 citations · 35 across the 3 of their papers we have counts for
3 papers
math.AP2018★ 2 cited
A continuous time tug-of-war game for parabolic -Laplace type equations
Joonas Heino
We formulate a stochastic differential game in continuous time that represents the unique viscosity solution to a terminal value problem for a parabolic partial differential equati…
math.AP2016★ 31 cited
Tug-of-war games with varying probabilities and the normalized -Laplacian
Ángel Arroyo, Joonas Heino, Mikko Parviainen
We study a tug-of-war game with varying probabilities. In particular, we show that the value of the game is locally asymptotically Hölder continuous. We also show the existence and…
math.PR2015★ 2 cited
Uniform measure density condition and game regularity for tug-of-war games
Joonas Heino
We show that a uniform measure density condition implies game regularity for all in a stochastic game called 'tug-of-war with noise'. The proof utilizes suitable choic…