A Course on Tug-of-War Games with Random Noise

Download or read book A Course on Tug-of-War Games with Random Noise written by Marta Lewicka and published by Springer Nature. This book was released on 2020-06-19 with total page 258 pages. Available in PDF, EPUB and Kindle. Book excerpt: This graduate textbook provides a detailed introduction to the probabilistic interpretation of nonlinear potential theory, relying on the recently introduced notion of tug-of-war games with noise. The book explores both basic and more advanced constructions, carefully explaining the parallel between linear and nonlinear cases. The presentation is self-contained with many exercises, making the book suitable as a textbook for a graduate course, as well as for self-study. Extensive background and auxiliary material allow the tailoring of courses to individual student levels.