A Course on Tug-of-War Games with Random Noise

Introduction and Basic Constructions

von Marta Lewicka

254 Seiten, Taschenbuch

Kurzbeschreibung des Verlags

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.

• Reihe: Universitext
• Themen: Mathematik und Naturwissenschaften Mathematik Mathematische Analysis, allgemein
• ISBN: 9783030462086
• Sprache: Englisch
• Erscheinungsdatum: 20.06.2020
• Größe: 23.5 x 15.5 cm
• Verlag: Springer International Publishing