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A Course on Tug-of-War Games with Random Noise
Introduction and Basic Constructions
Taschenbuch von Marta Lewicka
Sprache: Englisch

55,40 €*

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Beschreibung
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.
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.
Über den Autor
Marta Lewicka is a Polish mathematician at the University of Pittsburgh, specializing in Mathematical Analysis. Marta obtained her PhD in 2000 from Scuola Internazionale Superiore di Studi Avanzati with a thesis on Hyperbolic Systems of Conservation Laws. She has subsequently worked on Calculus of Variations, Partial Differential Equations, Continuum Mechanics, and Tug-of-War Games in relation to Nonlinear Potential Theory.
Zusammenfassung

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

Inhaltsverzeichnis
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.
Details
Erscheinungsjahr: 2020
Fachbereich: Analysis
Genre: Mathematik, Medizin, Naturwissenschaften, Technik
Rubrik: Naturwissenschaften & Technik
Medium: Taschenbuch
Inhalt: ix
254 S.
2 s/w Illustr.
24 farbige Illustr.
254 p. 26 illus.
24 illus. in color.
ISBN-13: 9783030462086
ISBN-10: 3030462080
Sprache: Englisch
Einband: Kartoniert / Broschiert
Autor: Lewicka, Marta
Auflage: 1st edition 2020
Hersteller: Springer International Publishing
Verantwortliche Person für die EU: Springer Verlag GmbH, Tiergartenstr. 17, D-69121 Heidelberg, juergen.hartmann@springer.com
Maße: 235 x 155 x 15 mm
Von/Mit: Marta Lewicka
Erscheinungsdatum: 20.06.2020
Gewicht: 0,406 kg
Artikel-ID: 118121099
Über den Autor
Marta Lewicka is a Polish mathematician at the University of Pittsburgh, specializing in Mathematical Analysis. Marta obtained her PhD in 2000 from Scuola Internazionale Superiore di Studi Avanzati with a thesis on Hyperbolic Systems of Conservation Laws. She has subsequently worked on Calculus of Variations, Partial Differential Equations, Continuum Mechanics, and Tug-of-War Games in relation to Nonlinear Potential Theory.
Zusammenfassung

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

Inhaltsverzeichnis
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.
Details
Erscheinungsjahr: 2020
Fachbereich: Analysis
Genre: Mathematik, Medizin, Naturwissenschaften, Technik
Rubrik: Naturwissenschaften & Technik
Medium: Taschenbuch
Inhalt: ix
254 S.
2 s/w Illustr.
24 farbige Illustr.
254 p. 26 illus.
24 illus. in color.
ISBN-13: 9783030462086
ISBN-10: 3030462080
Sprache: Englisch
Einband: Kartoniert / Broschiert
Autor: Lewicka, Marta
Auflage: 1st edition 2020
Hersteller: Springer International Publishing
Verantwortliche Person für die EU: Springer Verlag GmbH, Tiergartenstr. 17, D-69121 Heidelberg, juergen.hartmann@springer.com
Maße: 235 x 155 x 15 mm
Von/Mit: Marta Lewicka
Erscheinungsdatum: 20.06.2020
Gewicht: 0,406 kg
Artikel-ID: 118121099
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