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

Halil M. Soner

ISBN 10: 3540629106 / ISBN 13: 9783540629108

Verlag: Springer Berlin Heidelberg, 1997

Beschreibung

Druck auf Anfrage Neuware - Printed after ordering - 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.

Bestandsnummer des Verkäufers 9783540629108

Bibliografische Details

• Titel: 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
• Verlag: Springer Berlin Heidelberg
• Erscheinungsjahr: 1997
• Sprache: Englisch
• ISBN-10: 3540629106
• ISBN-13: 9783540629108
• Einband: Taschenbuch
• Zustand: Neu

Über diesen Titel

Inhaltsangabe

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.