A Course on Tug-of-War Games with Random Noise: Introduction and Basic Constructions
- ISBN-10
- 3030462099
- ISBN-13
- 9783030462093
- Category
- Mathematics
- Pages
- 254
- Language
- English
- Published
- 2020-06-19
- Publisher
- Springer Nature
- Author
- Marta Lewicka
Description
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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