Tug of war with noise: a game theoretic view of the p-Laplacian

Yuval Peres, Scott Sheffield

Fix a bounded domain Omega in R^d, a continuous function F on the boundary of Omega, and constants epsilon>0, p>1, and q>1 with p^{-1} + q^{-1} = 1. For each x in Omega, let u^epsi…