Marta Lewicka
Springer International Publishing
e druk, 2020
9783030462086
A Course on Tug-of-War Games with Random Noise
Introduction and Basic Constructions
Specificaties
Paperback, blz.
|
Engels
Springer International Publishing |
e druk, 2020
ISBN13: 9783030462086
Rubricering
Onderdeel van serie
Universitext
Verwachte levertijd ongeveer 9 werkdagen
Samenvatting
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.
Specificaties
ISBN13:9783030462086
Taal:Engels
Bindwijze:paperback
Uitgever:Springer International Publishing
Serie:Universitext
Inhoudsopgave
1 Introduction.- 2 The linear case: random walk and harmonic functions.- 3 Tug-of-War with noise. Case p ∈ [2,∞).- 4 Boundary aware tug-of-war with noise. Case p ∈ (2,∞).- 5 Game-regularity and convergence. Case p ∈ (2,∞).- 6 Mixed tug-of-war with noise. Case p ∈ (1,∞).- A Background in probability.- B Background in Brownian motion.- C Background in PDEs. D Solutions to selected exercises.- References.- Index.