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Viscosity Solutions and Applications : Lectures given at the 2nd Session of the Centro Internazionale Matematico Estivo (CIME) held in Montecantini Termel, Italy, June 12-20, 1995

Author: Italo Capuzzo Dolcetta; Pierre Louis Lions
Publisher: Berlin [etc.] : Springer, 1997.
Series: Lecture notes in mathematics, 1660.
Edition/Format:   Print book : Conference publication : EnglishView all editions and formats
Database:WorldCat
Summary:

This volume comprises five extended surveys on the theory of viscosity solutions of fully nonlinear partial differential equations, and some relevant applications, such as to optimal control theory  Read more...

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Material Type: Conference publication
Document Type: Book
All Authors / Contributors: Italo Capuzzo Dolcetta; Pierre Louis Lions
ISBN: 3540629106 9783540629108
OCLC Number: 636972937
Description: IX, 259 p. ; 23 cm.
Contents: 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.
Series Title: Lecture notes in mathematics, 1660.
Responsibility: editors, I. Capuzzo Dolcetta, P.L. Lions.

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