Logo - springer
Slogan - springer

Mathematics - Dynamical Systems & Differential Equations | Viscosity Solutions and Applications - Lectures given at the 2nd Session of the Centro Internazionale

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

Bardi, M., Crandall, M.G., Evans, L.C., Soner, H.M., Souganidis, P.E.

Capuzzo Dolcetta, Italo, Lions, Pierre (Eds.)

1997, X, 266 p.

Available Formats:

Springer eBooks may be purchased by end-customers only and are sold without copy protection (DRM free). Instead, all eBooks include personalized watermarks. This means you can read the Springer eBooks across numerous devices such as Laptops, eReaders, and tablets.

You can pay for Springer eBooks with Visa, Mastercard, American Express or Paypal.

After the purchase you can directly download the eBook file or read it online in our Springer eBook Reader. Furthermore your eBook will be stored in your MySpringer account. So you can always re-download your eBooks.


ISBN 978-3-540-69043-6

digitally watermarked, no DRM

The eBook version of this title will be available soon

learn more about Springer eBooks

add to marked items


Softcover (also known as softback) version.

You can pay for Springer Books with Visa, Mastercard, American Express or Paypal.

Standard shipping is free of charge for individual customers.


(net) price for USA

ISBN 978-3-540-62910-8

free shipping for individuals worldwide

usually dispatched within 3 to 5 business days

add to marked items

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.

Content Level » Research

Keywords » Markov process - Stochastic processes - front propagation - geometric motions - mathematical finance - nonlinear PDE's - optimal control - partial differential equation - stochastic process

Related subjects » Dynamical Systems & Differential Equations - Mathematics - Probability Theory and Stochastic Processes

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.

Popular Content within this publication 



Read this Book on Springerlink

Services for this book

New Book Alert

Get alerted on new Springer publications in the subject area of Partial Differential Equations.