Course on Tug-of-War Games with Random Noise
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“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)
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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. Les mer
Detaljer
- Forlag
- Springer Nature Switzerland AG
- Innbinding
- Paperback
- Språk
- Engelsk
- Sider
- 254
- ISBN
- 9783030462086
- Utgivelsesår
- 2020
- Format
- 24 x 16 cm
Anmeldelser
«
“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)
»