Ebook: Game Theory and Partial Differential Equations

Extending the well-known connection between classical linear potential theory and probability theory (through the interplay between harmonic functions and martingales) to the nonlinear case of tug-of-war games and their related partial differential equations, this unique book collects several results in this direction and puts them in an elementary perspective in a lucid and self-contained fashion.

• The first book on the subject of game theory and partial differential equations
• Written by one of the main experts in the area
• Of interest to researchers and graduate students in partial differential equations and applications