Viscosity solutions and applications : lectures given at the 2nd session of the Centro internazionale matematico estivo (CIME) held in Montecatini Terme, Italy, June 12-20, 1995
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...
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| Autori principali: | , , , , |
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| Ente Autore: | |
| Altri autori: | , |
| Natura: | Livre numérique |
| Lingua: | Anglais |
| Pubblicazione: |
Berlin [etc.] :
Springer
[20..].
Cham : Springer Nature |
| Serie: | Lecture notes in mathematics
1660 |
| Soggetti: | |
| Accesso online: | Accès sur la plateforme de l'éditeur Accès sur la plateforme Istex Accès Université d'Orléans Accès INSA CVL |
| Nota: |
Autres contributions : Halil Mete Soner, Panagiotis E. Souganidis (co-auteurs) Archives Springer e-books (Licence nationale) Archives Springer e-books (Licence nationale) |
| Autres localisations: | Voir dans le Sudoc |
| Edition sous un autre format: | • Viscosity solutions and applications, lectures given at the 2nd session of the Centro internazionale matematico estivo (CIME) held in Montecatini Terme, Italy, June 12-20, 1995, editors I. Capuzzo Dolcetta, P.L. Lions, 1997, Berlin, Springer, 1 volume (IX-259 pages), Lecture notes in mathematics, 3-540-62910-6 • Viscosity Solutions and Applications, Texte imprimé, 9783662205976 |
Sommario:
- 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.