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portada Notes on Tug-Of-War Games and the P-Laplace Equation
Type
Physical Book
Author
Publisher
Language
English
Pages
76
Format
Paperback
Dimensions
23.4x15.6x0.5 cm
Weight
0.13 kg.
ISBN13
9789819978786
Categories

Notes on Tug-Of-War Games and the P-Laplace Equation

Mikko Parviainen (Author) · Springer · Paperback

Notes on Tug-Of-War Games and the P-Laplace Equation - Parviainen, Mikko

New Book Imported to South Africa
Delivery: 08 Oct - 16 Oct Shipping: 6 to 7 business days.
R 866
R 866

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Synopsis "Notes on Tug-Of-War Games and the P-Laplace Equation"

This book addresses the interplay between stochastic processes and partial differential equations. More specifically, it focuses on the connection between the nonlinear p-Laplace equation and the stochastic game called tug-of-war with noise. The connection in this context was discovered approximately 15 years ago and has since provided new insights and approaches. These lecture notes provide a brief but detailed and accessible introduction to the subject and to the more research-oriented literature. The book also presents the parabolic case side by side with the elliptic case, highlighting the fact that elliptic and parabolic equations are close in spirit in certain aspects. Moreover, it covers some parts of the regularity theory for these problems. Graduate students and advanced undergraduate students with a basic understanding of probability and partial differential equations will find this book useful.

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