Game Theory And Partial Differential Equations (De Gruyter Series In Nonlinear Analysis And Applications, 31)

Extending the well-known connection between classical linear potential theory and probability theory (through the interplay between harmonic functions and martingales) to the nonlinear case of tug-of-war games and their related partial differential equations, this unique book collects several results in this direction and puts them in an elementary perspective in a lucid and self-contained fashion.

• | Author: Pablo Blanc, Julio Daniel Rossi
• | Publisher: De Gruyter
• | Publication Date: Jul 22, 2019
• | Number of Pages: 234 pages
• | Language: English
• | Binding: Hardcover
• | ISBN-10: 3110619253
• | ISBN-13: 9783110619256