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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

Auteur : M Bardi; I Capuzzo Dolcetta; P L Lions; Centro internazionale matematico estivo.
Éditeur: Berlin ; New York : Springer, ©1997.
Collection: Lecture notes in mathematics (Springer-Verlag), 1660.
Édition/format:   Livre imprimé : Publication de conférence : AnglaisVoir toutes les éditions et tous les formats
Résumé:

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  Lire la suite...

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Détails

Genre/forme: Kongress
Conference papers and proceedings
Montecatini Terme (1995)
Congresses
Congrès
Format – détails additionnels: Online version:
Viscosity solutions and applications.
Berlin ; New York : Springer, ©1997
(OCoLC)654599010
Type d’ouvrage: Publication de conférence, Ressource Internet
Type de document: Livre, Ressource Internet
Tous les auteurs / collaborateurs: M Bardi; I Capuzzo Dolcetta; P L Lions; Centro internazionale matematico estivo.
ISBN: 3540629106 9783540629108
Numéro OCLC: 36755942
Description: ix, 259 pages : illustrations ; 24 cm.
Contenu: 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.
Titre de collection: Lecture notes in mathematics (Springer-Verlag), 1660.
Responsabilité: M. Bardi [and others] ; editors, I. Capuzzo Dolcetta, P.L. Lions.

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