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 editorsHeino, Joonas

Journal or seriesCommunications in Contemporary Mathematics

ISSN0219-1997

eISSN1793-6683

Publication year2019

Volume21

Issue number5

Article number1850047

PublisherWorld Scientific

Publication countrySingapore

Publication languageEnglish

DOIhttps://doi.org/10.1142/S0219199718500475

Publication open accessNot 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


Keywordsstochastic processesgame theorypartial differential equations

Free keywordsnormalized p(x, t)-Laplacian; parabolic partial differential equation; stochastic differential game; viscosity solution


Contributing organizations


Ministry reportingYes

Reporting Year2019

JUFO rating1


Last updated on 2023-14-12 at 06:34