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Tug-of-war games and the infinity Laplacian with spatial dependence

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  • In this paper we look for PDEs that arise as limits of values of tug-of-war games when the possible movements of the game are taken in a family of sets that are not necessarily Euclidean balls. In this way we find existence of viscosity solutions to the Dirichlet problem for an equation of the form $- \langle D^2 v\cdot J_x(D v) ; J_x(Dv)\rangle (x) =0$, that is, an infinity Laplacian with spatial dependence. Here $J_x (Dv(x))$ is a vector that depends on the spatial location and the gradient of the solution.
    Mathematics Subject Classification: Primary: 35B50, 35J25, 35J70, 49N70, 91A15, 91A24.


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