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A Course on Tug-of-War Games with Random Noise: Introduction and Basic Constructions
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Catalogue Information
Field name
Details
Dewey Class
515.96
Title
A Course on Tug-of-War Games with Random Noise ([EBook]) : Introduction and Basic Constructions / / by Marta Lewicka.
Author
Lewicka, Marta
Other name(s)
SpringerLink (Online service)
Edition statement
1st ed. 2020.
Publication
Cham : : Springer International Publishing : : Imprint: Springer, , 2020.
Physical Details
IX, 254 p. 26 illus., 24 illus. in color. : online resource.
Series
Universitext
0172-5939
ISBN
9783030462093
Summary Note
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.:
Contents note
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.
Mode of acces to digital resource
Digital 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
System details note
- Online access to this digital book is restricted to subscription institutions through IP address (only for SISSA internal users).
Internet Site
https://doi.org/10.1007/978-3-030-46209-3
Links to Related Works
Subject References:
Analysis
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Analysis (Mathematics)
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Mathematical analysis
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Potential Theory
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Potential theory (Mathematics)
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Probabilities
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Probability theory and stochastic processes
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Authors:
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Lewicka, Marta
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Corporate Authors:
SpringerLink (Online service)
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Series:
Universitext
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Classification:
515.96
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