UID:
almahu_9947921430802882
Format:
X, 266 p.
,
online resource.
ISBN:
9783540690436
Series Statement:
Lecture Notes in Mathematics, 1660
Content:
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.
Note:
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.
In:
Springer eBooks
Additional Edition:
Printed edition: ISBN 9783540629108
Language:
English
URL:
http://dx.doi.org/10.1007/BFb0094293
