Notes on Tug-of-War Games and the p-Laplace Equation
Mikko Parviainen
Broschiertes Buch

Notes on Tug-of-War Games and the p-Laplace Equation

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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 the parabolic case side by side with the elliptic case, highlighting the...