A Course on Tug-of-War Games with Random Noise by Marta Lewicka
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.-
Linear Functional Analysis
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An Introduction to Manifolds
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Riemannian Geometry
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Galois Theory
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Symbolic Dynamics
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Stochastic Calculus
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Geometry I
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Galois Cohomology and Class Field Theory
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Mathematical Gauge Theory
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Nonlinear Differential Equations and Dynamical Systems
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Mathematical Analysis I
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Differential Forms and Applications
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Introduction to Partial Differential Equations
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Geometry
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From Elementary Probability to Stochastic Differential Equations with MAPLE (R)
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Applied Stochastic Control of Jump Diffusions
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Probability Essentials
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Real Algebra
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Stochastic Differential Equations
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A Polynomial Approach to Linear Algebra
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Elements of Functional Analysis
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Selected Topics in Partial Differential Equations
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The Essentials of Measure Theory
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On the Theory of Maass Wave Forms
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Potential Theory
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Fluctuations of Levy Processes with Applications
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Discrete Mathematics
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Automorphic Forms
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Matrix Theory
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Frontiers of Numerical Analysis
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Spectra of Graphs
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Polyhedral and Algebraic Methods in Computational Geometry
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Theory and Numerics of Differential Equations
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Dynamical Systems
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Sphere Packings
“The book is best suited for advanced graduate students and specialists in nonlinear potential theoryThe author provides background appendices for probability, Brownian motion and PDEs.” (Bill Satzer, MAA Reviews, April 4, 2021)
Marta Lewicka is a Polish mathematician at the University of Pittsburgh, specializing in Mathematical Analysis. Marta obtained her PhD in 2000 from Scuola Internazionale Superiore di Studi Avanzati with a thesis on Hyperbolic Systems of Conservation Laws. She has subsequently worked on Calculus of Variations, Partial Differential Equations, Continuum Mechanics, and Tug-of-War Games in relation to Nonlinear Potential Theory.
| SKU | Unavailable |
| ISBN 13 | 9783030462086 |
| ISBN 10 | 3030462080 |
| Title | A Course on Tug-of-War Games with Random Noise |
| Author | Marta Lewicka |
| Series | Universitext |
| Condition | Unavailable |
| Binding Type | Paperback |
| Publisher | Springer Nature Switzerland AG |
| Year published | 2020-06-20 |
| Number of pages | 254 |
| Cover note | Book picture is for illustrative purposes only, actual binding, cover or edition may vary. |
| Note | Unavailable |