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Asymptotic mean value formulas, nonlocal space-time parabolic operators and anomalous tug-of-war games.

Authors :
Fjellström, Carmina
Nyström, Kaj
Wang, Yuqiong
Source :
Journal of Differential Equations. Jan2023, Vol. 342, p150-178. 29p.
Publication Year :
2023

Abstract

The fractional heat operator (∂ t − Δ x) s and Continuous Time Random Walks (CTRWs) are interesting and sophisticated mathematical models that can describe complex anomalous systems. In this paper, we prove asymptotic mean value representation formulas for functions with respect to (∂ t − Δ x) s and we introduce new nonlocal, nonlinear parabolic operators related to a tug-of-war which accounts for waiting times and space-time couplings. These nonlocal, nonlinear parabolic operators and equations can be seen as nonlocal versions of the evolutionary infinity Laplace operator. [ABSTRACT FROM AUTHOR]

Details

Language :
English
ISSN :
00220396
Volume :
342
Database :
Academic Search Index
Journal :
Journal of Differential Equations
Publication Type :
Academic Journal
Accession number :
160166505
Full Text :
https://doi.org/10.1016/j.jde.2022.09.032