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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Table of Contents:
- 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