Asymptotic Lipschitz Regularity for Tug-of-War Games with Varying Probabilities

We prove an asymptotic Lipschitz estimate for value functions of tug-of-war games with varying probabilities defined in Ω ? ?ⁿ. The method of the proof is based on a game-theoretic idea to estimate the value of a related game defined in Ω ×Ω via couplings.

     

On the Hamilton-Jacobi equation and infimal convolution in the framework of Sobolev-functions

We study the regularity properties of the Hamilton-Jacobi flow equation and infimal convolution in the case where the initial datum function is continuous and lies in a given Sobolev-space W ^1,p (? ⁿ ). We prove that under suitable assumptions it holds for solutions w(x, t) that D _x w(·, t) → Du(·) in L ^p (? ⁿ ) as t → 0. Moreover, we construct examples showing that our results are essentially optimal.     

Continuity of the maximal operator in Sobolev spaces

We establish the continuity of the Hardy-Littlewood maximal operator on Sobolev spaces , . As an auxiliary tool we prove an explicit formula for the derivative of the maximal function.

     

Regularity for nonlinear stochastic games

We establish regularity for functions satisfying a dynamic programming equation, which may arise for example from stochastic games or discretization schemes. Our results can also be utilized in obtaining regularity and existence results for the corresponding partial differential equations.     

Beyond Local Maximal Operators

We obtain (essentially sharp) boundedness results for certain generalized local maximal operators between fractional weighted Sobolev spaces and their modifications. Concrete boundedness results between well known fractional Sobolev spaces are derived as consequences of our main result. We also apply our boundedness results by studying both generalized neighbourhood capacities and the Lebesgue differentiation of fractional weighted Sobolev functions.     

Harnack's Inequality for p-Harmonic Functions via Stochastic Games

We give a proof of asymptotic Lipschitz continuity of p-harmonious functions, that are tug-of-war game analogies of ordinary p-harmonic functions. This result is used to obtain a new proof of Lipschitz continuity and Harnack's inequality for p-harmonic functions in the case p > 2. The proof avoids classical techniques like Moser iteration, but instead relies on suitable choices of strategies for the stochastic tug-of-war game.