A Course on Tug-of-War Games with Random Noise : Introduction and Basic Constructions
2020 ed.
Book Details
Format
Paperback / Softback
Book Series
Universitext
ISBN-10
3030462080
ISBN-13
9783030462086
Edition
2020 ed.
Publisher
Springer Nature Switzerland AG
Imprint
Springer Nature Switzerland AG
Country of Manufacture
GB
Country of Publication
GB
Publication Date
Jun 20th, 2020
Print length
254 Pages
Product Classification:
Calculus & mathematical analysisProbability & statisticsStochastics
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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.
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