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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

Language EnglishEnglish
Book Paperback
Book Viscosity Solutions and Applications Martino Bardi
Libristo code: 05274693
Publishers Springer, Berlin, November 1996
The volume comprises five extended surveys on the recent theory of viscosity solutions of fully nonl... Full description
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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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About the book

Full name Viscosity Solutions and Applications
Author Martino Bardi, Michael G. Crandall, Lawrence C. Evans, Halil M. Soner, Panagiotis E. Souganidis, Italo Capuzzo Dolcetta, Pierre Lions
Language English
Binding Book - Paperback
Date of issue 1997
Number of pages 266
EAN 9783540629108
ISBN 3540629106
Libristo code 05274693
Publishers Springer, Berlin
Weight 450
Dimensions 156 x 234 x 14

Categories

Mathematics & Science > Mathematics > Calculus & mathematical analysis > Differential calculus & equations
Mathematics & Science > Mathematics > Calculus & mathematical analysis > Calculus of variations
Mathematics & Science > Mathematics > Optimization > Linear programming
Mathematics & Science > Mathematics > Applied mathematics > Stochastics
Mathematics & Science > Mathematics > Probability & statistics
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