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 / Edition 1

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More About This Textbook

Overview

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 shastic 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, shastic processes.

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Product Details

Table of Contents

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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