| Dewey Class |
515.96 |
| Titel |
A Course on Tug-of-War Games with Random Noise ([EBook]) : Introduction and Basic Constructions / / by Marta Lewicka. |
| Verfasser |
Lewicka, Marta |
| Other name(s) |
SpringerLink (Online service) |
| Edition statement |
1st ed. 2020. |
| Veröffentl |
Cham : : Springer International Publishing : : Imprint: Springer, , 2020. |
| Physical Details |
IX, 254 p. 26 illus., 24 illus. in color. : online resource. |
| Reihe |
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 ZU 'VERWANDTEN WERKEN |
Schlagwörter: .
Analysis .
Analysis (Mathematics) .
Mathematical analysis .
Potential Theory .
Potential theory (Mathematics) .
Probabilities .
Probability theory and stochastic processes .
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