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.
| ISBN: | 9783030462086 |
| Publication date: | 20th June 2020 |
| Author: | Marta Lewicka |
| Publisher: | Springer Nature Switzerland AG |
| Format: | Paperback |
| Pagination: | 254 pages |
| Series: | Universitext |
| Genres: |
Calculus and mathematical analysis Probability and statistics Stochastics |