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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

Author: M Bardi; I Capuzzo Dolcetta; P L Lions; Centro internazionale matematico estivo.
Publisher: Berlin ; New York : Springer, ©1997.
Series: Lecture notes in mathematics (Springer-Verlag), 1660.
Edition/Format:   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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Genre/Form: Kongress
Conference proceedings
Montecatini Terme (1995)
Congresses
Congrès
Additional Physical Format: Online version:
Viscosity solutions and applications.
Berlin ; New York : Springer, ©1997
(OCoLC)654599010
Material Type: Conference publication, Internet resource
Document Type: Book, Internet Resource
All Authors / Contributors: M Bardi; I Capuzzo Dolcetta; P L Lions; Centro internazionale matematico estivo.
ISBN: 3540629106 9783540629108
OCLC Number: 36755942
Description: ix, 259 pages : illustrations ; 24 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 (Springer-Verlag), 1660.
Responsibility: M. Bardi [and others] ; editors, I. Capuzzo Dolcetta, P.L. Lions.

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