Blanc P., Rossi J. Game Theory and Partial Differential Equations

De Gruyter, 2019. — 238 p. — (Nonlinear Analysis and Applications, 31). — ISBN: 978-3-11-062179-2.Extending the well-known connection between classical linear potential theory and probability theory (through the interplay between harmonic functions and martingales) to the nonlinear case of tug-of-war games and their related partial differential equations, this unique book collects several results in this direction and puts them in an elementary perspective in a lucid and self-contained fashion.True PDF