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A Course on Tug-Of-War Games with Random Noise: Introduction and Basic Constructions

A Course on Tug-Of-War Games with Random Noise: Introduction and Basic Constructions

Paperback

Series: Universitext

General MathematicsProbability & Statistics

ISBN10: 3030462080
ISBN13: 9783030462086
Publisher: Springer Nature
Published: Jun 20 2020
Pages: 254
Weight: 0.83
Height: 0.56 Width: 6.14 Depth: 9.21
Language: English
1 Introduction.- 2 The linear case: random walk and harmonic functions.- 3 Tug-of-War with noise. Case p ∈ [2,∞).- 4 Boundary aware tug-of-war with noise. Case p ∈ (2,∞).- 5 Game-regularity and convergence. Case p ∈ (2,∞).- 6 Mixed tug-of-war with noise. Case p ∈ (1,∞).- A Background in probability.- B Background in Brownian motion.- C Background in PDEs. D Solutions to selected exercises.- References.- Index.

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General Mathematics