Game Theory and Partial Differential Equations / / 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 result...

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Superior document:Title is part of eBook package: De Gruyter DG Plus DeG Package 2019 Part 1
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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
Online Access:
Physical Description:1 online resource (XVII, 217 p.)
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245 1 0 |a Game Theory and Partial Differential Equations /  |c Pablo Blanc, Julio Daniel Rossi. 
264 1 |a Berlin ;  |a Boston :   |b De Gruyter,   |c [2019] 
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300 |a 1 online resource (XVII, 217 p.) 
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505 0 0 |t Frontmatter --   |t Preface --   |t Acknowledgment --   |t Contents --   |t 1. Random walks and the Laplacian --   |t 2. A first glimpse of the Tug-of-War games --   |t 3. Tug-of-War with noise --   |t 4. Tug-of-War --   |t 5. Mixed boundary conditions and the obstacle problem --   |t 6. Maximal operators --   |t 7. Games for eigenvalues of the Hessian --   |t 8. Parabolic problems --   |t 9. Free boundary problems --   |t A. Viscosity solutions --   |t B. Probability theory --   |t Bibliography --   |t Notations --   |t Index 
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520 |a 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. 
530 |a Issued also in print. 
538 |a Mode of access: Internet via World Wide Web. 
546 |a In English. 
588 0 |a Description based on online resource; title from PDF title page (publisher's Web site, viewed 28. Feb 2023) 
650 4 |a Laplace-Operator. 
650 4 |a Partielle Differentialgleichung. 
650 4 |a Spieltheorie. 
650 7 |a MATHEMATICS / Differential Equations / Partial.  |2 bisacsh 
700 1 |a Rossi, Julio Daniel,   |e author.  |4 aut  |4 http://id.loc.gov/vocabulary/relators/aut 
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