A Course on Tug-Of-War Games with Random Noise : Introduction and Basic Constructions

By Hussein a AbbassJiangjun TangGeorge Leu, et al.

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.

• Format: Paperback
• Language: English
• ISBN: 3030462080
• ISBN13: 9783030462086
• Release Date: June 2020
• Publisher: Springer
• Length: 254 Pages
• Weight: 0.83 lbs.
• Dimensions: 0.6" x 6.1" x 9.2"