A course on tug-of-war games with random noise : introduction and basic constructions
Author(s)
Bibliographic Information
A course on tug-of-war games with random noise : introduction and basic constructions
（Universitext）
Springer, c2020
Available at 8 libraries
Note
Includes bibliographical references (p. 249-252) and index
Description and Table of Contents
Description
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.
Table of Contents
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.
by "Nielsen BookData"