Halil M. Soner, Martino Bardi, Michael G. Crandall, Panagiotis E. Souganidis, Lawrence C. Evans

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
Herausgegeben:Capuzzo-Dolcetta, Italo; Lions, Pierre-Louis

• Broschiertes Buch

Produktbeschreibung

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.

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Produktdetails

• Lecture Notes in Mathematics 1660
• Verlag: Springer / Springer Berlin Heidelberg / Springer, Berlin
• Artikelnr. des Verlages: 978-3-540-62910-8
• 1997.
• Seitenzahl: 276
• Erscheinungstermin: 23. Mai 1997
• Englisch
• Abmessung: 235mm x 155mm x 16mm
• Gewicht: 450g
• ISBN-13: 9783540629108
• ISBN-10: 3540629106
• Artikelnr.: 23888331

Inhaltsangabe

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.