Notes on Tug-of-War Games and the p-Laplace Equation (SpringerBriefs on PDEs and Data Science)
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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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£27.18
£28.33 -
£10.58
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