Viscosity Solutions and Applications (häftad)
Format
Häftad (Paperback / softback)
Språk
Engelska
Antal sidor
266
Utgivningsdatum
1997-05-01
Upplaga
1997 ed.
Förlag
Springer-Verlag Berlin and Heidelberg GmbH & Co. K
Medarbetare
Dolcetta, I.Capuzzo (red.)/Lions, P.L. (red.)
Illustrationer
X, 266 p.
Dimensioner
234 x 156 x 15 mm
Vikt
390 g
Antal komponenter
1
Komponenter
1 Paperback / softback
ISBN
9783540629108
Viscosity Solutions and Applications (häftad)

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

Häftad Engelska, 1997-05-01
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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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Innehållsförteckning

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.