ENGLISH

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

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

Book information

Publisher
Springer
Year
1997
ISBN
3540629106, 9783540629108
LCC
QA3 .L28 no. 1660,QA316 .L28 no. 1660
Language
english
Format
PDF
Filesize
3 MB (3571426 bytes)
Series
Lecture Notes in Mathematics 1660 C.I.M.E. Foundation Subseries
Edition
1
Pages
269\269
Orientation
yes
Scanned
yes
Time added
2011-08-31 04:54:40

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.

Similar books