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 mathematic...

Table of Contents:

• 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.