Bardi, M., Crandall, M.G., Evans, L.C., Soner, H.M., Souganidis, P.E.
Capuzzo Dolcetta, Italo, Lions, Pierre (Eds.)
1997, X, 266 p.
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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
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.