Hölder estimate for a tug-of-war game with $1<p<2$ from Krylov-Safonov regularity theory

Ángel Arroyo, Mikko Parviainen

We propose a new version of the tug-of-war game and a corresponding dynamic programming principle related to the $p$-Laplacian with $1<p<2$. For this version, the asymptotic Hölder…