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 ...
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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 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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Add this copy of Notes on Tug-of-War Games and the p-Laplace Equation to cart. $41.66, new condition, Sold by Ria Christie Books rated 4.0 out of 5 stars, ships from Uxbridge, MIDDLESEX, UNITED KINGDOM, published 2024 by Springer Verlag, Singapore.
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New. Contains: Illustrations, black & white, Illustrations, color. SpringerBriefs on PDEs and Data Science . VIII, 76 p. 9 illus., 7 illus. in color. Intended for professional and scholarly audience.
Add this copy of Notes on Tug-of-War Games and the p-Laplace Equation to cart. $55.96, new condition, Sold by Ingram Customer Returns Center rated 5.0 out of 5 stars, ships from NV, USA, published 2024 by Springer Verlag, Singapore.
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Seller's Description:
New. Print on demand Contains: Illustrations, black & white, Illustrations, color. SpringerBriefs on PDEs and Data Science . VIII, 76 p. 9 illus., 7 illus. in color. Intended for professional and scholarly audience.
