A Course on Tug-of-War Games with Random Noise
Author: Marta Lewicka
Publisher:
Published: 2020
Total Pages: 0
ISBN-13: 9788303046208
DOWNLOAD EBOOKThis 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.