Random walks and random tug of war in the Heisenberg group


Abstract in English

We study the mean value properties of $mathbf{p}$-harmonic functions on the first Heisenberg group $mathbb{H}$, in connection to the dynamic programming principles of certain stochastic processes. We implement the approach of Peres-Scheffield to provide the game-theoretical interpretation of the sub-elliptic $mathbf{p}$-Laplacian; and of Manfredi-Parviainen-Rossi to characterize its viscosity solutions via the asymptotic mean value expansions.

Download