arXiv:2003.08969 [math.AP]AbstractReferencesReviewsResources
A game theoretical approach for an elliptic system with two different operators (the Laplacian and the infinity Laplacian)
Alfredo Miranda, Julio D Rossi
Published 2020-03-19Version 1
In this paper we find viscosity solutions to an elliptic system governed by two different operators (the Laplacian and the infinity Laplacian) using a probabilistic approach. We analyze a game that combines the Tug-of-War with Random Walks in two different boars. We show that these value functions converge uniformly to a viscosity solution of the elliptic system as the step size goes to zero. In addition, we show uniqueness for the elliptic system using pure PDE techniques.
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