The first book on the subject of game theory and partial differential equations Written by one of the main experts in the area Of interest to researchers and graduate students in partial differential equations and applications 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.
- ISBN: 9783110619256
- Editorial: WALTER DE GRUYTER & CO.
- Encuadernacion: Tela
- Páginas: 217
- Fecha Publicación: 01/07/2019
- Nº Volúmenes: 1
- Idioma: