A. Viscosity solutions

Kapitel in diesem Buch

1. Frontmatter I
2. Preface VII
3. Acknowledgment XIII
4. Contents XV
5. 1. Random walks and the Laplacian 1
6. 2. A first glimpse of the Tug-of-War games 9
7. 3. Tug-of-War with noise 19
8. 4. Tug-of-War 43
9. 5. Mixed boundary conditions and the obstacle problem 51
10. 6. Maximal operators 71
11. 7. Games for eigenvalues of the Hessian 101
12. 8. Parabolic problems 127
13. 9. Free boundary problems 169
14. A. Viscosity solutions 193
15. B. Probability theory 203
16. Bibliography 207
17. Notations 213
18. Index 215