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Game Theory and Partial Differential Equations

  • Format
  • E-bog, ePub
  • Engelsk
  • 234 sider
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Beskrivelse

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.

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Detaljer
  • SprogEngelsk
  • Sidetal234
  • Udgivelsesdato22-07-2019
  • ISBN139783110619324
  • Forlag De Gruyter
  • FormatePub

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Machine Name: SAXO083