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Lecture Notes in Mathematics 1660Viscosity Solutions and Applications: Lectures given at the 2nd Session of the Centro Internazionale Matematico Estivo (C.I.M.E.) held in Montecatini … 20, 1995 [1ed.]3540629106, 9783540629108

Author : Martino Bardi, Michael G. Crandall, Lawrence C. Evans, Halil M. Soner, Panagiotis E. Souganidis, Italo Capuzzo Dolcetta, Pierre Lions
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.
Categories: Mathematics Differential Equations
Year :2009
Publisher : Springer
Language : English
N° Of Pages : 267
File Info : pdf 10 Mb

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