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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

  • Book
  • © 1997

Overview

Authors:
  1. Martino Bardi
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  2. Michael G. Crandall
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  3. Lawrence C. Evans
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  4. Halil Mete Soner
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  5. Panagiotis E. Souganidis
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Editors:
  1. Italo Capuzzo Dolcetta
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  2. Pierre Louis Lions
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Part of the book series: Lecture Notes in Mathematics (LNM, volume 1660)

Part of the book sub series: C.I.M.E. Foundation Subseries (LNMCIME)

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Table of contents (5 chapters)

  1. Front Matter

    Pages I-IX
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  2. Viscosity solutions: A primer

    • Michael G. Crandall
    Pages 1-43

  3. Some applications of viscosity solutions to optimal control and differential games

    • Martino Bardi
    Pages 44-97

  4. Regularity for fully nonlinear elliptic equations and motion by mean curvature

    • Lawrence C. Evans
    Pages 98-133

  5. Controlled markov processes, viscosity solutions and applications to mathematical finance

    • Halil Mete Soner
    Pages 134-185

  6. Front propagation: Theory and applications

    • Panagiotis E. Souganidis
    Pages 186-242

  7. Back Matter

    Pages 243-259
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Keywords

About this book

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.

Bibliographic Information

  • Book Title: Viscosity Solutions and Applications

  • Book Subtitle: 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

  • Authors: Martino Bardi, Michael G. Crandall, Lawrence C. Evans, Halil Mete Soner, Panagiotis E. Souganidis

  • Editors: Italo Capuzzo Dolcetta, Pierre Louis Lions

  • Series Title: Lecture Notes in Mathematics

  • DOI: https://doi.org/10.1007/BFb0094293

  • Publisher: Springer Berlin, Heidelberg

  • eBook Packages: Springer Book Archive

  • Copyright Information: Springer-Verlag Berlin Heidelberg 1997

  • Softcover ISBN: 978-3-540-62910-8Published: 23 May 1997

  • eBook ISBN: 978-3-540-69043-6Published: 13 November 2006

  • Series ISSN: 0075-8434

  • Series E-ISSN: 1617-9692

  • Edition Number: 1

  • Number of Pages: X, 266

  • Topics: Partial Differential Equations, Probability Theory and Stochastic Processes, Calculus of Variations and Optimal Control; Optimization

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