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

書誌事項

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

M. Bardi ... [et al.] ; editors, I. Capuzzo Dolcetta, P.L. Lions

(Lecture notes in mathematics, 1660 . Fondazione C.I.M.E., Firenze / adviser, Roberto Conti)

Springer-Verlag, c1997

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注記

Other authors: M.G. Crandall, L.C. Evans, H.M. Soner, P.E. Souganidis

"Montecatini Terme, 1995"--Cover

Includes bibliographical references

内容説明・目次

内容説明

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.

目次

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.

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