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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: Martino Bardi; et al
Publisher: [Berlin] : Springer, 1997.
Series: Lecture notes in mathematics, 1660
Edition/Format:   Book : 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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Document Type: Book
All Authors / Contributors: Martino Bardi; et al
ISBN: 3540629106 9783540629108
OCLC Number: 468675977
Notes: Bibliogr. p. 238-242 et à la fin de chaque chapitre.
Description: IX-259 p. ; 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, 1660
Responsibility: M. Bardi...[et al.].
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