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Autore: | Lewicka Marta |
Titolo: | A Course on Tug-of-War Games with Random Noise [[electronic resource] ] : Introduction and Basic Constructions / / by Marta Lewicka |
Pubblicazione: | Cham : , : Springer International Publishing : , : Imprint : Springer, , 2020 |
Edizione: | 1st ed. 2020. |
Descrizione fisica: | 1 online resource (ix, 254 pages) : illustrations |
Disciplina: | 515.7 |
Soggetto topico: | Potential theory (Mathematics) |
Probabilities | |
Mathematical analysis | |
Analysis (Mathematics) | |
Potential Theory | |
Probability Theory and Stochastic Processes | |
Analysis | |
Nota di contenuto: | 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. |
Sommario/riassunto: | 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. |
Titolo autorizzato: | A Course on Tug-of-War Games with Random Noise |
ISBN: | 3-030-46209-9 |
Formato: | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione: | Inglese |
Record Nr.: | 996418191403316 |
Lo trovi qui: | Univ. di Salerno |
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