LEADER 03081nam  22006135  450 
001 9910841865903321
005 20250807145551.0
010   $a9789819978793
024 7 $a10.1007/978-981-99-7879-3
035   $a(CKB)30499957300041
035   $a(MiAaPQ)EBC31176076
035   $a(Au-PeEL)EBL31176076
035   $a(DE-He213)978-981-99-7879-3
035   $a(OCoLC)1423364726
035   $a(EXLCZ)9930499957300041
100   $a20240222d2024      u|         0
101 0 $aeng
135   $aur|||||||||||
181   $ctxt$2rdacontent
182   $cc$2rdamedia
183   $acr$2rdacarrier
200 10$aNotes on Tug-of-War Games and the p-Laplace Equation /$fby Mikko Parviainen
205   $a1st ed. 2024.
210  1$aSingapore :$cSpringer Nature Singapore :$cImprint: Springer,$d2024.
215   $a1 online resource (83 pages)
225 1 $aSpringerBriefs on PDEs and Data Science,$x2731-7609
311 08$a9789819978786 
327   $aChapter 1. Introduction -- Chapter 2. Viscosity Solutions -- Chapter 3. Stochastic Tug-of-War Game -- Chapter 4. Cancellation Method for Regularity of the Tug-of-War with Noise -- Chapter 5. Mean Value Characterizations -- Chapter 6. Further Regularity Methods -- Chapter 7. Open Problems and Comments.
330   $aThis book addresses the interplay between stochastic processes and partial differential equations. More specifically, it focuses on the connection between the nonlinear p-Laplace equation and the stochastic game called tug-of-war with noise. The connection in this context was discovered approximately 15 years ago and has since provided new insights and approaches. These lecture notes provide a brief but detailed and accessible introduction to the subject and to the more research-oriented literature. The book also presents the parabolic case side by side with the elliptic case, highlighting the fact that elliptic and parabolic equations are close in spirit in certain aspects. Moreover, it covers some parts of the regularity theory for these problems. Graduate students and advanced undergraduate students with a basic understanding of probability and partial differential equations will find this book useful.
410  0$aSpringerBriefs on PDEs and Data Science,$x2731-7609
606   $aStochastic analysis
606   $aGame theory
606   $aDifferential equations
606   $aDiscrete mathematics
606   $aStochastic Analysis
606   $aGame Theory
606   $aDifferential Equations
606   $aDiscrete Mathematics
615  0$aStochastic analysis.
615  0$aGame theory.
615  0$aDifferential equations.
615  0$aDiscrete mathematics.
615 14$aStochastic Analysis.
615 24$aGame Theory.
615 24$aDifferential Equations.
615 24$aDiscrete Mathematics.
676   $a519.22
700   $aParviainen$b Mikko$01729790
801  0$bMiAaPQ
801  1$bMiAaPQ
801  2$bMiAaPQ
912   $a9910841865903321
996   $aNotes on Tug-of-War Games and the p-Laplace Equation$94140066
997   $aUNINA