De Gruyter Series in Nonlinear Analysis & Applications
1 total work
Game Theory and Partial Differential Equations
by Pablo Blanc and Julio Daniel Rossi
Published 22 July 2019
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.