A course on tug-of-war games with random noise. Introduction and basic constructions (Q2181288): Difference between revisions

This is a very technical book, addressed to specialists, and to be used, in my opinion, in some graduate or post graduate course at the universitary level. The aim of the book is to present a systematic overview of the basic constructions and results pertaining to the recently emerged field of tug-of-war games, as seen from an analyst's perspective. To a large extent, this book represents the author's own study itinerary, aiming at precision and completeness of a classroom text. Just in the first page of the Introduction one encounters references to physics, partial differential equations, stochastic processes, etc. After a linear and a nonlinear motivation, an idea or definition of what a tug-of-war game with random noise is appears on p. 5--6 of the Introduction. It is indeed very technical, but it describes the subject matter to be dealt with throughout the manuscript. As a matter of fact, the content of the book is also described on pp. 7--8 of the Introduction. On p. 9, the prerrequisites are also commented. The presentation of the book aims to be self-contained. The reader should be familiar to differential and integral calculus in several variables, measure theory, probability and partial differential equations. The main Chapters of the book analyze first the linear case (Chapter 2) and then different issues of tug-of-war with noise (Chapters 3 to 6). It is noticeable that after these chapters several appendices (A-B-C) have been added to cover necessary background. In my opinion, perhaps these appendices (probability, Brownian motion and partial differential equations) should have appeared at the beginning of the book as ``preliminaries'', since otherwise a non-specialist reader (but interested, even tangentially, on the topics analyzed in the book) can be lost from the very beginning, and forced to go again and again to these appendices. A lot of complementary exercises have been posed throughout the book, in each chapter. A final appendix D provides the reader with the solutions to some selected exercises.