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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 /

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 mathematic...

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Bibliographic Details
Corporate Authors: SpringerLink (Online service), Centro internazionale matematico estivo
Other Authors: Bardi, M. (Martino), Capuzzo Dolcetta, I. (Italo), 1948-, Lions, P. L. (Pierre-Louis)
Format: eBook
Language:English
Published: Berlin ; New York : Springer, [1997]
Series:Lecture notes in mathematics (Springer-Verlag) ; 1660.
Subjects:
Viscosity solutions > Congresses.
Solutions de viscosité > Congrès.
Viscosity solutions.
Controleleer.
Equacoes diferenciais parciais.
Kongress.
Partielle Differentialgleichung.
Viskosität.
Viskositätslösung.
Hamilton-Jacobi, Équations de > Congrès.
Markov, Processus de > Congrès.
Electronic books.
Conference proceedings.
Montecatini Terme (1995)
Online Access:Connect to the full text of this electronic book
Description
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 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.
Item Description:Electronic resource.
Physical Description:1 online resource (ix, 259 pages) : illustrations.
Format:Master and use copy. Digital master created according to Benchmark for Faithful Digital Reproductions of Monographs and Serials, Version 1. Digital Library Federation, December 2002.
Bibliography:Includes bibliographical references.
ISBN:9783540690436 (electronic bk.)
3540690433 (electronic bk.)
ISSN:0075-8434 ;