论文标题
关于拔河游戏和p-Laplace方程的注释
Notes on tug-of-war games and the p-Laplace equation
论文作者
论文摘要
目的是随机过程和部分微分方程之间的相互作用。更确切地说，我们专注于非线性P-Laplace方程与称为“拖船战”的随机游戏之间的联系。这种情况下的联系大约在15年前发现，从那以后提供了新颖的见解和方法。这些讲义提供了简短的介绍该主题和更多面向研究的文献。我们还与椭圆形的抛物线案例并排介绍了规律性理论的某些部分。
The objective is the interplay between stochastic processes and partial differential equations. To be more precise, we focus on the connection between the nonlinear p-Laplace equation, and the stochastic game called tug-of-war with noise. The connection in this context was discovered roughly 15 years ago, and has provided novel insight and approaches ever since. These lecture notes provide a short introduction to the topic and to more research oriented literature. We also introduce the parabolic case side by side with the elliptic one, and cover some parts of the regularity theory.
