Samankaltainen aineisto
Näytetään aineistoja, joilla on samankaltainen nimeke tai asiasanat.
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Hölder regularity for stochastic processes with bounded and measurable increments
Arroyo, Ángel; Blanc, Pablo; Parviainen, Mikko (European Mathematical Society - EMS - Publishing House GmbH, 2023)We obtain an asymptotic Hölder estimate for expectations of a quite general class of discrete stochastic processes. Such expectations can also be described as solutions to a dynamic programming principle or as solutions ... -
Gradient and Lipschitz Estimates for Tug-of-War Type Games
Attouchi, Amal; Luiro, Hannes; Parviainen, Mikko (Society for Industrial and Applied Mathematics, 2021)We define a random step size tug-of-war game and show that the gradient of a value function exists almost everywhere. We also prove that the gradients of value functions are uniformly bounded and converge weakly to the ... -
A systematic approach on the second order regularity of solutions to the general parabolic p-Laplace equation
Feng, Yawen; Parviainen, Mikko; Sarsa, Saara (Springer, 2023)We study a general form of a degenerate or singular parabolic equation ut−|Du|γ(Δu+(p−2)ΔN∞u)=0 that generalizes both the standard parabolic p-Laplace equation and the normalized version that arises from stochastic game ... -
On the local and global regularity of tug-of-war games
Heino, Joonas (University of Jyväskylä, 2018)This thesis studies local and global regularity properties of a stochastic two-player zero-sum game called tug-of-war. In particular, we study value functions of the game locally as well as globally, that is, close to ... -
Uniform measure density condition and game regularity for tug-of-war games
Heino, Joonas (International Statistical Institute; Bernoulli Society for Mathematical Statistics and Probability, 2018)We show that a uniform measure density condition implies game regularity for all 2 < p < ∞ in a stochastic game called “tug-of-war with noise”. The proof utilizes suitable choices of strategies combined with estimates for ...
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