Notes on Tug-of-War Games and the p-Laplace Equation (SpringerBriefs on PDEs and Data Science)
Notes on Tug-of-War Games and the p-Laplace Equation (SpringerBriefs on PDEs and Data Science) by Mikko Parviainen
English | February 23, 2024 | ISBN: 9819978785 | 84 pages | MOBI | 10 Mb
English | February 23, 2024 | ISBN: 9819978785 | 84 pages | MOBI | 10 Mb
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.
Feel Free to contact me for book requests, informations or feedbacks.
Without You And Your Support We Can’t Continue
Thanks For Buying Premium From My Links For Support
Without You And Your Support We Can’t Continue
Thanks For Buying Premium From My Links For Support