Game Theory and Partial Differential Equations / / Pablo Blanc, Julio Daniel Rossi.

• Superior document: Title is part of eBook package: De Gruyter DG Plus DeG Package 2019 Part 1
• VerfasserIn: Blanc, Pablo,; Rossi, Julio Daniel,
• Place / Publishing House: Berlin ;, Boston : : De Gruyter, , [2019]; ©2019
• Year of Publication: 2019
• Language: English
• Series: De Gruyter Series in Nonlinear Analysis and Applications , 31
• Physical Description: 1 online resource (XVII, 217 p.)
• Other title: Frontmatter --; Preface --; Acknowledgment --; Contents --; 1. Random walks and the Laplacian --; 2. A first glimpse of the Tug-of-War games --; 3. Tug-of-War with noise --; 4. Tug-of-War --; 5. Mixed boundary conditions and the obstacle problem --; 6. Maximal operators --; 7. Games for eigenvalues of the Hessian --; 8. Parabolic problems --; 9. Free boundary problems --; A. Viscosity solutions --; B. Probability theory --; Bibliography --; Notations --; Index
• Format: Mode of access: Internet via World Wide Web.
• ISBN: 9783110621792; 9783110762464; 9783110719567; 9783110647099; 9783110616859; 9783110610765; 9783110664232; 9783110610406; 9783110606362
• ISSN: 0941-813X
• DOI: 10.1515/9783110621792
• Access: restricted access
• Hierarchical level: Monograph
• Statement of Responsibility: Pablo Blanc, Julio Daniel Rossi.

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.