Tug-of-war games and PDEs
We review some recent results concerning tug-of-war games and their relation to some well-known partial differential equations (PDEs). In particular, we will show that solutions to certain PDEs can be obtained as limits of values of tug-of-war games when the parameter that controls the length of the...
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| Autor principal: | Rossi, J.D. |
|---|---|
| Formato: | JOUR |
| Acceso en línea: | http://hdl.handle.net/20.500.12110/paper_03082105_v141_n2_p319_Rossi |
| Aporte de: |
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