Game Theory and Partial Differential Equations (De Gruyter Series in Nonlinear Analysis and Applications, 31) - Hardcover

Book 30 of 39: De Gruyter Series in Nonlinear Analysis and Applications

Blanc, Pablo; Rossi, Julio Daniel

 
9783110619256: Game Theory and Partial Differential Equations (De Gruyter Series in Nonlinear Analysis and Applications, 31)

Synopsis

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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About the Author

Pablo Blanc and Julio D. Rossi, University of Buenos Aires, Argentina.

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