Tug-of-war games and parabolic problems with spatial and time dependence

In this paper, we use probabilistic arguments (Tug-of-War games) to obtain the existence of viscosity solutions to a parabolic problem of the form (Equation presented) where Ω T = Ω × (0,T] and Γ is its parabolic boundary. This problem can be viewed as a version with spatial and time dependence of t...

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Autor principal: Del Pezzo, L.M
Otros Autores: Rossi, J.D
Formato: Capítulo de libro
Lenguaje:Inglés
Publicado: Khayyam Publishing 2014
Acceso en línea:Registro en Scopus
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100 1 |a Del Pezzo, L.M. 
245 1 0 |a Tug-of-war games and parabolic problems with spatial and time dependence 
260 |b Khayyam Publishing  |c 2014 
506 |2 openaire  |e Política editorial 
504 |a Akagi, G., Juutinen, P., Kajikiya, R., Asymptotic behavior of viscosity solutions for a degenerate parabolic equation associated with the infinity-laplacian (2009) Math. Ann., 343, pp. 921-953 
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504 |a Aronsson, G., Crandall, M.G., Juutinen, P., A tour of the theory of absolutely minimizing functions (2004) Bulletin of the American Mathematical Society, 41 (4), pp. 439-505. , DOI 10.1090/S0273-0979-04-01035-3, PII S0273097904010353 
504 |a Barron, E.N., Evans, L.C., Jensen, R., The infinity laplacian, aronsson's equation and their generalizations (2008) Trans. Amer. Math. Soc, 360, pp. 77-101 
504 |a Charro, F., Garcia Azorero, J., Rossi, J.D., A mixed problem for the infinity laplacian via tug-of-war games (2009) Calc. Var. Partial Differential Equations, 34, pp. 307-320 
504 |a Charro, F., Peral, I., Limit branch of solutions as p → ∞ for a family of sub-diffusive problems related to the p-laplacian (2007) Comm. Partial Differential Equations, 32, pp. 1965-1981 
504 |a Gomez, I., Rossi, J.D., Tug-of-war games and the infinity laplacian with spatial dependence (2013) Commun. Pure Appl. Anal., 12, pp. 1959-1983 
504 |a Ishibashi, T., Koike, S., On fully nonlinear PDEs derived from variational problems of L p norms (2001) SIAM Journal on Mathematical Analysis, 33 (3), pp. 545-569. , PII S0036141000380000 
504 |a Jensen, R., Uniqueness of lipschitz extensions: Minimizing the sup norm of the gradient (1993) Arch. Rational Mech. Anal., 123, pp. 51-74 
504 |a Juutinen, P., Principal eigenvalue of a very badly degenerate operator and applications (2007) J. Differential Equations, 236, pp. 532-550 
504 |a Juutinen, P., Lindqvist, P., On the higher eigenvalues for the ∞-eigenvalue problem (2005) Calc. Var. Partial Differential Equations, 23, pp. 169-192 
504 |a Juutinen, P., Lindqvist, P., Manfredi, J.J., The oo-eigenvalue problem (1999) Arch. Rational Mech. Anal., 148, pp. 89-105 
504 |a Juutinen, P., Lindqvist, P., Manfredi, J.J., On the equivalence of viscosity solutions and weak solutions for a quasi-linear equation (2001) SIAM Journal on Mathematical Analysis, 33 (3), pp. 699-717. , PII S0036141000372179 
504 |a Kohn, R.V., Serfaty, S., A deterministic-control-based approach to motion by curvature (2006) Comm. Pure Appl. Math., 59, pp. 344-407 
504 |a Maitra, A.P., Sudderth, W.D., Discrete gambling and stochastic games (1996) Applications of Mathematics (New York), 32. , Springer-Verlag, New York 
504 |a Manfredi, J.J., Parviainen, M., Rossi, J.D., Dynamic programming principle for tug-of-war games with noise, ESAIM: Control, optimisation and calculus of variations (2012) COCV, 18, pp. 81-90 
504 |a Manfredi, J.J., Parviainen, M., Rossi, J.D., On the definition and properties of p-harmonious functions, annali della scuola normale superiore di pisa (2012) Clase Di Scienze, 11, pp. 215-241 
504 |a Manfredi, J.J., Parviainen, M., Rossi, J.D., An asymptotic mean value characterization for a class of nonlinear parabolic equations related to tug-of-war games (2010) SIAM J. Math. Anal., 42, pp. 2058-2081 
504 |a Oberman, A.M., A convergent difference scheme for the infinity laplacian: Construction of absolutely minimizing Lipschitz extensions (2005) Mathematics of Computation, 74 (251), pp. 1217-1230. , DOI 10.1090/S0025-5718-04-01688-6, PII S0025571804016886 
504 |a Peres, Y., Pete, G., Somersille, S., Biased tug-of-war, the biased infinity laplacian, and comparison with exponential cones (2010) Calc. Var. Partial Differential Equations, 38, pp. 541-564 
504 |a Peres, Y., Schramm, O., Sheffield, S., Wilson, D., Tug-of-war and the infinity laplacian (2009) J. Amer. Math. Soc, 22, pp. 167-210 
504 |a Peres, Y., Sheffield, S., Tug-of-war with noise: A game theoretic view of the p-laplacian (2008) Duke Math. J., 145, pp. 91-120 
520 3 |a In this paper, we use probabilistic arguments (Tug-of-War games) to obtain the existence of viscosity solutions to a parabolic problem of the form (Equation presented) where Ω T = Ω × (0,T] and Γ is its parabolic boundary. This problem can be viewed as a version with spatial and time dependence of the evolution problem given by the infinity Laplacian, (Equation presented).  |l eng 
593 |a CONICET and Departamento de Matemâtica, FCEyN Universidad de Buenos Aires, Pabellon I, Ciudad Universitaria (1428), Buenos Aires, Argentina 
593 |a Departamento Análisis Matemática, Universidad de Alicante, Ap. correo 99, 03080, Alicante, Spain 
700 1 |a Rossi, J.D. 
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