Notes on Tug-of-War Games and the p-Laplace Equation

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 approximatel...

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Bibliografiske detaljer
Hovedforfatter: Parviainen, Mikko (Author)
Institution som forfatter: SpringerLink (Online service)
Format: Electronisk eBog
Sprog:engelsk
Udgivet: Singapore : Springer Nature Singapore : Imprint: Springer, 2024.
Udgivelse:1st ed. 2024.
Serier:SpringerBriefs on PDEs and Data Science,
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Online adgang:https://doi.org/10.1007/978-981-99-7879-3
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https://doi.org/10.1007/978-981-99-7879-3