A1 Journal article (refereed)
A continuous time tug-of-war game for parabolic p(x,t)-Laplace-type equations (2019)
Heino, J. (2019). A continuous time tug-of-war game for parabolic p(x,t)-Laplace-type equations. Communications in Contemporary Mathematics, 21(5), Article 1850047. https://doi.org/10.1142/S0219199718500475
JYU authors or editors
Publication details
All authors or editors: Heino, Joonas
Journal or series: Communications in Contemporary Mathematics
ISSN: 0219-1997
eISSN: 1793-6683
Publication year: 2019
Volume: 21
Issue number: 5
Article number: 1850047
Publisher: World Scientific
Publication country: Singapore
Publication language: English
DOI: https://doi.org/10.1142/S0219199718500475
Publication open access: Not open
Publication channel open access:
Web address of parallel published publication (pre-print): https://arxiv.org/abs/1802.00656
Abstract
We formulate a stochastic differential game in continuous time that represents the unique viscosity solution to a terminal value problem for a parabolic partial differential equation involving the normalized p(x,t) -Laplace operator. Our game is formulated in a way that covers the full range 1
Keywords: stochastic processes; game theory; partial differential equations
Free keywords: normalized p(x, t)-Laplacian; parabolic partial differential equation; stochastic differential game; viscosity solution
Contributing organizations
Ministry reporting: Yes
Reporting Year: 2019
JUFO rating: 1