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

  • Authors
  • Martino Bardi
  • Michael G. Crandall
  • Lawrence C. Evans
  • Halil Mete Soner
  • Panagiotis E. Souganidis
  • Editors
  • Italo Capuzzo Dolcetta
  • Pierre Louis Lions

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

Table of contents

About this book

Introduction

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

Bibliographic information

  • DOI https://doi.org/10.1007/BFb0094293
  • Copyright Information Springer-Verlag Berlin Heidelberg 1997
  • Publisher Name Springer, Berlin, Heidelberg
  • eBook Packages Springer Book Archive
  • Print ISBN 978-3-540-62910-8
  • Online ISBN 978-3-540-69043-6
  • Series Print ISSN 0075-8434
  • Series Online ISSN 1617-9692
  • About this book