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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:   Print book : EnglishView all editions and formats
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  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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