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arxiv: 1204.6119 · v1 · pith:JTHHV3Q2new · submitted 2012-04-27 · 🧮 math.AP · math.PR

Harnack's inequality for p-harmonic functions via stochastic games

classification 🧮 math.AP math.PR
keywords functionsp-harmonicgameharnackinequalityproofstochastictug-of-war
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We give a proof of Lipschitz continuity of p-harmonious functions, that are tug-of-war game analogies of ordinary p-harmonic functions. This result is used to obtain a new proof of Harnack's inequality for p-harmonic functions in the case $p>2$ that avoids classical techniques like Moser iteration, but instead relies on suitable choices of strategies for the stochastic tug-of-war game.

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