31 citations · 103 across the 32 of their papers we have counts for
4 papers · 1 filter
Hölder estimate for a tug-of-war game with 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 -Laplacian with . For this version, the asymptotic Hölder…
Notes on tug-of-war games and the p-Laplace equation
Mikko Parviainen
The objective is the interplay between stochastic processes and partial differential equations. To be more precise, we focus on the connection between the nonlinear p-Laplace equat…
Local regularity estimates for general discrete dynamic programming equations
Ángel Arroyo, Pablo Blanc, Mikko Parviainen
We obtain an analytic proof for asymptotic Hölder estimate and Harnack's inequality for solutions to a discrete dynamic programming equation. The results also generalize to functio…
Elliptic Harnack's inequality for a singular nonlinear parabolic equation in non-divergence form
Tapio Kurkinen, Mikko Parviainen, Jarkko Siltakoski
We prove an elliptic Harnack's inequality for a general form of a parabolic equation that generalizes both the standard parabolic -Laplace equation and the normalized version th…