We are concerned with the following double phase problems in the whole space $$ \begin{aligned} -{\rm div}(|\nabla u|^{p-2}\nabla u + & \mu(x)|\nabla u|^{q-2}\nabla u) \\ & +|u|^{p-2}u+\mu(x)|u|^{q-2}u= f(x,u)\;{\rm in}\; \mathbb{R}^N. \end{aligned}$$ The nonlinearity is super-linear but does not satisfy the Ambrosetti-Rabinowitz type condition. The main difficulty is that weak limits of $(PS)$ sequences are not always weak solutions of the problem. To overcome this difficulty, we add {a} potential term and, using the mountain pass theorem, we get weak solutions $u_\lambda$ of the perturbed equations. First, we prove that $u_\lambda\rightharpoonup u$ as $\lambda\rightarrow 0$. Then, via a vanishing lemma, we get that $u$ is a nontrivial solution of the original problem.

This paper concerns the fractional ${\mathrm{\bf p}}$-Laplace operator $\Delta_{\mathrm{\bf p}}^s$ in non-divergence form, which has been introduced in [2]. For any ${\mathrm{\bf p}}\in [2,\infty)$ and $s\in (\frac{1}{2},1)$, we first define two families of non-local, non-linear averaging operators, parametrized by $\epsilon$ and defined for all bounded, Borel functions $u:\mathbb R^N\to \mathbb R$. We prove that $\Delta_{\mathrm{\bf p}}^s u(x)$ emerges as the $\epsilon^{2s}$-order coefficient in the expansion of the deviation of each $\epsilon$-average from the value $u(x)$, in the limit of the domain of averaging exhausting an appropriate cone in $\mathbb R^N$ at the rate $\epsilon\to 0$. Second, we consider the $\epsilon$-dynamic programming principles modeled on the first average, and show that their solutions converge uniformly as $\epsilon\to 0$, to viscosity solutions of the homogeneous non-local Dirichlet problem for $\Delta_{\mathrm{\bf p}}^s$, posed in a domain ${\mathcal{D}}$ satisfying the external cone condition and subject to bounded, uniformly continuous data on $\mathbb R^N\setminus {\mathcal{D}}$. Finally, we interpret such $\epsilon$-approximating solutions as values to the non-local Tug-of-War game with noise. In this game, players choose directions while the game position is updated randomly within the infinite cone that aligns with the specified direction, whose aperture angle depends on ${\mathrm{\bf p}}$ and $N$, and whose $\epsilon$-tip has been removed.

We obtain a local estimate for the gradient of solutions to a second-order elliptic equation in divergence form with bounded measurable coefficients that are square-Dini continuous at the single point $x=0$. In particular, we treat the case of solutions that are not Lipschitz continuous at $x=0$. We show that our estimate is sharp.