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 ...

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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 ...

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  • ISBN: 9789819978793
  • Number of pages: 0
  • Copy protection: Watermark
  • Publication Date: Feb 22, 2024
  • Publisher: SPRINGER
  • Language: English
  • Format: pdf