Authors:
- Provides a rigorous, self-contained introduction to the emerging field of tug-of-war games
- Includes background and auxiliary material on probability and partial differential equations
- Includes exercises with solutions
Part of the book series: Universitext (UTX)
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Table of contents (6 chapters)
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Front Matter
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Back Matter
About this book
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.
Reviews
“The book is best suited for advanced graduate students and specialists in nonlinear potential theory. The author provides background appendices for probability, Brownian motion and PDEs.” (Bill Satzer, MAA Reviews, April 4, 2021)
Authors and Affiliations
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Department of Mathematics, University of Pittsburgh, Pittsburgh, USA
Marta Lewicka
About the author
Bibliographic Information
Book Title: A Course on Tug-of-War Games with Random Noise
Book Subtitle: Introduction and Basic Constructions
Authors: Marta Lewicka
Series Title: Universitext
DOI: https://doi.org/10.1007/978-3-030-46209-3
Publisher: Springer Cham
eBook Packages: Mathematics and Statistics, Mathematics and Statistics (R0)
Copyright Information: The Editor(s) (if applicable) and The Author(s), under exclusive license to Springer Nature Switzerland AG 2020
Softcover ISBN: 978-3-030-46208-6Published: 20 June 2020
eBook ISBN: 978-3-030-46209-3Published: 19 June 2020
Series ISSN: 0172-5939
Series E-ISSN: 2191-6675
Edition Number: 1
Number of Pages: IX, 254
Number of Illustrations: 2 b/w illustrations, 24 illustrations in colour
Topics: Potential Theory, Probability Theory and Stochastic Processes, Analysis