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  • © 1997

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

Part of the book series: Lecture Notes in Mathematics (LNM, volume 1660)

Part of the book sub series: C.I.M.E. Foundation Subseries (LNMCIME)

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Table of contents (5 chapters)

  1. Front Matter

    Pages I-IX
  2. Viscosity solutions: A primer

    • Michael G. Crandall
    Pages 1-43
  3. Front propagation: Theory and applications

    • Panagiotis E. Souganidis
    Pages 186-242
  4. Back Matter

    Pages 243-259

About this book

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.

Keywords

  • Markov process
  • Stochastic processes
  • front propagation
  • geometric motions
  • mathematical finance
  • nonlinear PDE's
  • optimal control
  • partial differential equation
  • stochastic process
  • partial differential equations

Bibliographic Information

  • Book Title: Viscosity Solutions and Applications

  • Book Subtitle: 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

  • Authors: Martino Bardi, Michael G. Crandall, Lawrence C. Evans, Halil Mete Soner, Panagiotis E. Souganidis

  • Editors: Italo Capuzzo Dolcetta, Pierre Louis Lions

  • Series Title: Lecture Notes in Mathematics

  • DOI: https://doi.org/10.1007/BFb0094293

  • Publisher: Springer Berlin, Heidelberg

  • eBook Packages: Springer Book Archive

  • Copyright Information: Springer-Verlag Berlin Heidelberg 1997

  • Softcover ISBN: 978-3-540-62910-8Published: 23 May 1997

  • eBook ISBN: 978-3-540-69043-6Published: 13 November 2006

  • Series ISSN: 0075-8434

  • Series E-ISSN: 1617-9692

  • Edition Number: 1

  • Number of Pages: X, 266

  • Topics: Differential Equations, Probability Theory, Calculus of Variations and Optimization

Buying options

eBook USD 54.99
Price excludes VAT (Canada)
  • Available as PDF
  • Read on any device
  • Instant download
  • Own it forever
Softcover Book USD 69.95
Price excludes VAT (Canada)
  • Compact, lightweight edition
  • Dispatched in 3 to 5 business days
  • Free shipping worldwide - see info

Tax calculation will be finalised at checkout

Purchases are for personal use only

Learn about institutional subscriptions