| 书目名称 | Notes on Tug-of-War Games and the p-Laplace Equation |
| 编辑 | Mikko Parviainen |
| 视频video | |
| 概述 | provides a detailed and accessible introduction to the subject and to the more research-oriented literature.presents illustrative examples and images to help readers understand the key ideas.introduce |
| 丛书名称 | SpringerBriefs on PDEs and Data Science |
| 图书封面 |  |
| 描述 | .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.. |
| 出版日期 | Book 2024 |
| 关键词 | dynamic programming principle; equations in non-divergence form; normalized or game theoretic p-Laplac |
| 版次 | 1 |
| doi | https://doi.org/10.1007/978-981-99-7879-3 |
| isbn_softcover | 978-981-99-7878-6 |
| isbn_ebook | 978-981-99-7879-3Series ISSN 2731-7595 Series E-ISSN 2731-7609 |
| issn_series | 2731-7595 |
| copyright | The Editor(s) (if applicable) and The Author(s), under exclusive license to Springer Nature Singapor |
发表于 2025-3-21 17:28:56
