Stochastic Tug-of-War Games

Author:

Parviainen Mikko

Publisher

Springer Nature Singapore

Reference14 articles.

1. Arroyo, Á., Blanc, P., Parviainen, M.: Hölder regularity for stochastic processes with bounded and measurable increments. Preprint. arXiv:2109.01027. To appear in Ann. Inst. H. Poincaré Anal. Non Linéaire

2. Arroyo, Á., Blanc, P., Parviainen, M.: Local regularity estimates for general discrete dynamic programming equations. Preprint. arXiv:2207.01655. To appear in J. Math. Pures Appl.

3. Barles, G., Souganidis, P.E.: Convergence of approximation schemes for fully nonlinear second order equations. Asymptotic Anal. 4(3), 271–283 (1991)

4. Doyle, P.G., Snell, J.L.: Random walks and electric networks. Carus Mathematical Monographs, vol. 22. Mathematical Association of America, Washington (1984)

5. Evans, L.C.: Partial differential equations. Graduate Studies in Mathematics, vol. 19, 2nd edn. American Mathematical Society, Providence (2010)

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