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
Published on 23. May 1997
Book
Paperback/Softback
X, 266 pages
978-3-540-62910-8 (ISBN)
Description
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.
More details
Series
Edition
1997 ed.
Language
English
Place of publication
Berlin
Germany
Publishing group
Springer Berlin
Target group
Professional and scholarly
Research
Illustrations
X, 266 p.
Dimensions
Height: 235 mm
Width: 155 mm
Thickness: 16 mm
Weight
423 gr
ISBN-13
978-3-540-62910-8 (9783540629108)
DOI
10.1007/BFb0094293
Schweitzer Classification
Content
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.