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AuthorBardi, Martino. author
TitleViscosity Solutions and Applications [electronic resource] : 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
ImprintBerlin, Heidelberg : Springer Berlin Heidelberg, 1997
Connect tohttp://dx.doi.org/10.1007/BFb0094293
Descript X, 266 p. online resource

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


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


Mathematics Partial differential equations Calculus of variations Probabilities Mathematics Partial Differential Equations Probability Theory and Stochastic Processes Calculus of Variations and Optimal Control; Optimization



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