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

• Main Authors: Bardi, Martino, Crandall, Michael G., Evans, Lawrence C., Soner, H. Mete, Souganidis, Panagiotis E., Capuzzo Dolcetta, Italo, Lions, P. L. (Pierre-Louis), Centro internazionale matematico estivo. Session
• Format: eBook Book
• Language: English
• Published: Berlin, Heidelberg Springer-Verlag 1997; Springer Berlin / Heidelberg; Springer Berlin Heidelberg; Springer
• Edition: 1
• Series: C.I.M.E. Foundation Subseries
• Subjects: Calculus of Variations and Optimal Control; Optimization; Differential equations, partial; Distribution (Probability theory; Mathematical optimization; Mathematics; Mathematics and Statistics; Partial Differential Equations; Probability Theory and Stochastic Processes; Viscosity solutions > Congresses
• ISBN: 3540629106; 9783540629108; 3662205971; 9783662205976
• ISSN: 0075-8434; 1617-9692
• DOI: 10.1007/BFb0094293

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.