A Course on Tug-of-War Games with Random Noise
Introduction and Basic Constructions
Format:Paperback
Publisher:Springer Nature Switzerland AG
Published:20th Jun '20
Currently unavailable, and unfortunately no date known when it will be back
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.
“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)
ISBN: 9783030462086
Dimensions: unknown
Weight: unknown
254 pages
1st ed. 2020