A Course on Tug-of-War Games with Random Noise

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. The presentation is self-contained with many exercises, making the book suitable as a textbook for a graduate course, as well as for self-study. Extensive background and auxiliary material allow the tailoring of courses to individual student levels.

Provides a rigorous, self-contained introduction to the emerging field of tug-of-war games Includes background and auxiliary material on probability and partial differential equations Includes exercises with solutions

Autorentext

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.

Inhalt
1 Introduction.- 2 The linear case: random walk and harmonic functions.- 3 Tug-of-War with noise. Case p [2,).- 4 Boundary aware tug-of-war with noise. Case p (2,).- 5 Game-regularity and convergence. Case p (2,).- 6 Mixed tug-of-war with noise. Case p (1,).- A Background in probability.- B Background in Brownian motion.- C Background in PDEs. D Solutions to selected exercises.- References.- Index.