Abstract
Using a solution of a nonhomogeneous partial differential equation involving the p-Laplacian, we study the finiteness of the expected time to end the tug-of-war in a wedge.
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DeBlassie, D., Smits, R.G. The expected time to end the tug-of-war in a wedge. Probab. Theory Relat. Fields 155, 347–378 (2013). https://doi.org/10.1007/s00440-011-0400-5
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DOI: https://doi.org/10.1007/s00440-011-0400-5
Keywords
- Tug-of-war
- Wedge
- p-Harmonic functions
- Inhomogeneous game p-Laplacian
- Expected time to end the game
- Critical angle
Mathematics Subject Classification (2000)
- Primary 60G40
- 60K99
- 91A15
- 35J92
- Secondary 91A24
- 60G42
- 35B65
- 34A34