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A Course on Tug-of-War Games with Ra...
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A Course on Tug-of-War Games with Random Noise = Introduction and Basic Constructions /
紀錄類型:
書目-語言資料,印刷品 : Monograph/item
正題名/作者:
A Course on Tug-of-War Games with Random Noise/ by Marta Lewicka.
其他題名:
Introduction and Basic Constructions /
作者:
Lewicka, Marta.
面頁冊數:
IX, 254 p. 26 illus., 24 illus. in color.online resource. :
Contained By:
Springer Nature eBook
標題:
Potential theory (Mathematics). -
電子資源:
https://doi.org/10.1007/978-3-030-46209-3
ISBN:
9783030462093
A Course on Tug-of-War Games with Random Noise = Introduction and Basic Constructions /
Lewicka, Marta.
A Course on Tug-of-War Games with Random Noise
Introduction and Basic Constructions /[electronic resource] :by Marta Lewicka. - 1st ed. 2020. - IX, 254 p. 26 illus., 24 illus. in color.online resource. - Universitext,0172-5939. - Universitext,.
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.
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.
ISBN: 9783030462093
Standard No.: 10.1007/978-3-030-46209-3doiSubjects--Topical Terms:
1255004
Potential theory (Mathematics).
LC Class. No.: QA404.7-405
Dewey Class. No.: 515.96
A Course on Tug-of-War Games with Random Noise = Introduction and Basic Constructions /
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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.
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