✦ LIBER ✦

Viscosity solutions and applications: lectures given at the 2nd session of the Centro internazionale matematico estivo

✍ Scribed by Martino Bardi, Michael G. Crandall, Lawrence C. Evans, Halil M. Soner, Panagiotis E. Souganidis, Italo Capuzzo Dolcetta, Pierre Lions

Book ID: 127419510
Publisher: Springer
Year: 1997
Tongue: English
Weight: 2 MB
Series: Lecture notes in mathematics 1660
Edition: 1
Category: Library
City: Berlin; New York
ISBN-13: 9783540629108

No coin nor oath required. For personal study only.

✦ Synopsis

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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