Del 4
Stochastic and Differential Games
Martino Bardi, T.E.S. Raghavan, T. Parthasarathy
Inbunden, 1999
1 105 kr
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
AvMartino Bardi,Michael G. Crandall
Häftad, Engelska, 1997
Del 1660 i serien Lecture Notes in Mathematics
556 kr
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Beskrivning
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 theory for deterministic and stochastic systems, front propagation, geometric motions and mathematical finance. The volume forms a state-of-the-art reference on the subject of viscosity solutions, and the authors are among the most prominent specialists. Potential readers are researchers in nonlinear PDE's, systems theory, stochastic processes.
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