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MARC 21

A Course on Tug-of-War Games with Random Noise: Introduction and Basic Constructions
Tag	Description
020	$a9783030462093
082	$a515.96
099	$aOnline resource: Springer
100	$aLewicka, Marta.$eauthor.
245	$aA Course on Tug-of-War Games with Random Noise$h[EBook]$bIntroduction and Basic Constructions /$cby Marta Lewicka.
250	$a1st ed. 2020.
260	$aCham :$bSpringer International Publishing :$bImprint: Springer,$c2020.
300	$aIX, 254 p. 26 illus., 24 illus. in color.$bonline resource.
336	$atext
338	$aonline resource
440	$aUniversitext,$x0172-5939
505	$a1 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.
520	$aThis 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.
533	$aDigital book. Cham Springer Nature 2020. - Mode of access: World Wide Web. System requirements: Internet Explorer 6.0 (or higher) or Firefox 2.0 (or higher). Available as searchable text in PDF format
538	$a - Online access to this digital book is restricted to subscription institutions through IP address (only for SISSA internal users).
710	$aSpringerLink (Online service)
830	$aUniversitext,$x0172-5939
856	$uhttps://doi.org/10.1007/978-3-030-46209-3