A Course on Tug-of-War Games with Random Noise [[electronic resource] ] : Introduction and Basic Constructions / / by Marta Lewicka

• Autore: Lewicka Marta
• 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.: 9910483899603321
• Lo trovi qui: Univ. Federico II
• Serie: Universitext, . 0172-5939