Ebook: A Course on Tug-of-War Games with Random Noise: Introduction and Basic Constructions
Author: Marta Lewicka
- Tags: Mathematics, Potential Theory, Probability Theory and Stochastic Processes, Analysis
- Series: Universitext
- Year: 2020
- Publisher: Springer International Publishing
- Edition: 1st ed.
- Language: English
- pdf
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.
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