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


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

Last updated on 2021-09-06 at 04:19