Viscosity Solutions and Applications: Lectures given at the 2nd Session of the Centro Internazionale Matematico Estivo (C.I.M.E.) held in by Martino BardiViscosity Solutions and Applications: Lectures given at the 2nd Session of the Centro Internazionale Matematico Estivo (C.I.M.E.) held in by Martino Bardi

Viscosity Solutions and Applications: Lectures given at the 2nd Session of the Centro…

byMartino BardiEditorItalo Capuzzo Dolcetta, Pierre Lions

Paperback | May 23, 1997

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The volume comprises five extended surveys on the recent theory of viscosity solutions of fully nonlinear partial differential equations, and some of its most relevant applications to optimal control theory for deterministic and stochastic systems, front propagation, geometric motions and mathematical finance. The volume forms a state-of-the-art reference on the subject of viscosity solutions, and the authors are among the most prominent specialists. Potential readers are researchers in nonlinear PDE's, systems theory, stochastic processes.
Title:Viscosity Solutions and Applications: Lectures given at the 2nd Session of the Centro…Format:PaperbackDimensions:268 pagesPublished:May 23, 1997Publisher:Springer Berlin HeidelbergLanguage:English

The following ISBNs are associated with this title:

ISBN - 10:3540629106

ISBN - 13:9783540629108

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Table of Contents

From the contents: M.G. Crandall: Viscosity Solutions: a Primer.- M. Bardi: Some Applications of Viscosity Solutions to Optimal Control and Different Games.- L.C. Evans: Regularity for Fully Nonlinear Elliptic Equations and Motion by Mean Curvature.- M.H. Soner: Controlled Markov Processes, Viscosity Solutions and Applications to Mathematical Finance.- P.E. Souganidis: Front Propagation: Theory and Applications.