A Course on Tug-of-War Games with Random Noise
Introduction and Basic Constructions
Buch in deiner Nähe kaufen
Beschreibung
This graduate textbook provides a detailed introduction to the probabilistic interpretation of nonlinear potential theory, relying on the recently introduced notion of tug-of-war games with noise.
The book explores both basic and more advanced constructions, carefully explaining the parallel between linear and nonlinear cases. The presentation is self-contained with many exercises, making the book suitable as a textbook for a graduate course, as well as for self-study. Extensive background and auxiliary material allow the tailoring of courses to individual student levels.
This graduate textbook provides a detailed introduction to the probabilistic interpretation of nonlinear potential theory, relying on the recently introduced notion of tug-of-war games with noise.
The book explores both basic and more advanced constructions, carefully explaining the parallel between linear and nonlinear cases. The presentation is self-contained with many exercises, making the book suitable as a textbook for a graduate course, as well as for self-study. Extensive background and auxiliary material allow the tailoring of courses to individual student levels.
Provides a rigorous, self-contained introduction to the emerging field of tug-of-war games Includes background and auxiliary material on probability and partial differential equations Includes exercises with solutions
Autor*in
Marta Lewicka
Themen in »A Course on Tug-of-War Games with Random Noise«
Tug-of-War games nonlinear potential theory game theory p-Laplacian discrete stochastic processes games with noise mean value properties regularity theory
Stimmen zu »A Course on Tug-of-War Games with Random Noise«
“The book is best suited for advanced graduate students and specialists in nonlinear potential theory. The author provides background appendices for probability, Brownian motion and PDEs.” (Bill Satzer, MAA Reviews, April 4, 2021)
()