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Notes on tug-of-war games and the p-Laplace equation

Record Type:	Electronic resources : Monograph/item
Title/Author:	Notes on tug-of-war games and the p-Laplace equationby Mikko Parviainen.
Author:	Parviainen, Mikko.
Published:	Singapore :Springer Nature Singapore :2024.
Description:	viii, 76 p. :ill. (some col.), digital ;24 cm.
Contained By:	Springer Nature eBook
Subject:	Harmonic functions.
Online resource:	https://doi.org/10.1007/978-981-99-7879-3
ISBN:	9789819978793$q(electronic bk.)

Notes on tug-of-war games and the p-Laplace equation
Parviainen, Mikko.

Notes on tug-of-war games and the p-Laplace equation[electronic resource] /by Mikko Parviainen. - Singapore :Springer Nature Singapore :2024. - viii, 76 p. :ill. (some col.), digital ;24 cm. - SpringerBriefs on PDEs and data science,2731-7609. - SpringerBriefs on PDEs and data science..

Chapter 1. Introduction -- Chapter 2. Viscosity Solutions -- Chapter 3. Stochastic Tug-of-War Game -- Chapter 4. Cancellation Method for Regularity of the Tug-of-War with Noise -- Chapter 5. Mean Value Characterizations -- Chapter 6. Further Regularity Methods -- Chapter 7. Open Problems and Comments.

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.

ISBN: 9789819978793$q(electronic bk.)

Standard No.: 10.1007/978-981-99-7879-3doiSubjects--Topical Terms:

205716
Harmonic functions.

LC Class. No.: QA405

Dewey Class. No.: 515.53

Notes on tug-of-war games and the p-Laplace equation
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