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Viscosity Solutions and Applications : Lectures given at the 2nd Session of the Centro Internazionale Matematico Estivo (C.I.M.E.) held in Montecatini Terme, Italy, June 12-20, 1995 / by Martino Bardi, Michael G. Crandall, Lawrence C. Evans, Halil Mete Soner, Panagiotis E. Souganidis ; edited by Italo Capuzzo Dolcetta, Pierre Louis Lions.
- Format:
- Book
- Author/Creator:
- Bardi, M. (Martino), author.
- Crandall, Michael G., author.
- Evans, Lawrence C., 1949- author.
- Soner, Halil Mete, author.
- Souganidis, Panagiotis E., author.
- Series:
- Lecture notes in mathematics (Springer-Verlag). CIME Foundation subseries ; 1660.
- C.I.M.E. Foundation Subseries ; 1660
- Language:
- English
- Subjects (All):
- Differential equations, Partial.
- Distribution (Probability theory).
- Mathematical optimization.
- Partial Differential Equations.
- Probability Theory and Stochastic Processes.
- Calculus of Variations and Optimal Control; Optimization.
- Local Subjects:
- Partial Differential Equations.
- Probability Theory and Stochastic Processes.
- Calculus of Variations and Optimal Control; Optimization.
- Physical Description:
- 1 online resource (X, 266 pages).
- Contained In:
- Springer eBooks
- Place of Publication:
- Berlin, Heidelberg : Springer Berlin Heidelberg : Imprint: Springer, 1997.
- System Details:
- text file PDF
- Summary:
- 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.
- Contents:
- Viscosity solutions: A primer
- Some applications of viscosity solutions to optimal control and differential games
- Regularity for fully nonlinear elliptic equations and motion by mean curvature
- Controlled markov processes, viscosity solutions and applications to mathematical finance
- Front propagation: Theory and applications.
- Other Format:
- Printed edition:
- ISBN:
- 9783540690436
- Access Restriction:
- Restricted for use by site license.
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