Notes on Tug-of-War Games and the p-Laplace Equation (SpringerBriefs on PDEs and Data Science)

Mikko Parviainen

Notes on Tug-of-War Games and the p-Laplace Equation (SpringerBriefs on PDEs and Data Science) - 1
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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...

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Resumo

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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Características

Número de páginas

84

Editora

Springer

Data de lançamento

23/02/2024

Comprimento

15.6

Peso

132.0

Altura

23.4

Idiomas

Inglês

Encadernação

Capa Mole / Paperback

EAN

9789819978786

Publicidade
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