A stochastic differential game for the inhomogeneous ∞\infty-Laplace equation

preprint2010arXivOpen access

Abstract

Given a bounded $\mathcaligr{C}^2$ domain G⊂RmG\subset{\mathbb{R}}^m, functions $g\in\mathcaligr{C}(\partial G,{\mathbb{R}})$ and $h\in\mathcaligr {C}(\bar{G},{\mathbb{R}}\setminus\{0\})$, let uu denote the unique viscosity solution to the equation −2Δ∞u=h-2Δ_{\infty}u=h in GG with boundary data gg. We provide a representation for uu as the value of a two-player zero-sum stochastic differential game.

Explore this paper’s authors, topics and related work.

Building this map preview

BZPEER is loading the nearby papers, people, topics and institutions for this page.

Reviews 0

Write a reviewWrite

No reviews yet.

Discussion 0

Add a commentWrite

No comments yet.