C.I.M.E. Foundation Subseries

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

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

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

Buy this book

eBook $54.99
price for USA (gross)
  • ISBN 978-3-540-69043-6
  • Digitally watermarked, DRM-free
  • Included format: PDF
  • ebooks can be used on all reading devices
  • Immediate eBook download after purchase
Softcover $69.95
price for USA
  • ISBN 978-3-540-62910-8
  • Free shipping for individuals worldwide
  • Usually dispatched within 3 to 5 business days.
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.

Table of contents (5 chapters)

  • Viscosity solutions: A primer

    Crandall, Michael G.

    Pages 1-43

  • Some applications of viscosity solutions to optimal control and differential games

    Bardi, Martino

    Pages 44-97

  • Regularity for fully nonlinear elliptic equations and motion by mean curvature

    Evans, Lawrence C.

    Pages 98-133

  • Controlled markov processes, viscosity solutions and applications to mathematical finance

    Soner, Halil Mete

    Pages 134-185

  • Front propagation: Theory and applications

    Souganidis, Panagiotis E.

    Pages 186-242

Buy this book

eBook $54.99
price for USA (gross)
  • ISBN 978-3-540-69043-6
  • Digitally watermarked, DRM-free
  • Included format: PDF
  • ebooks can be used on all reading devices
  • Immediate eBook download after purchase
Softcover $69.95
price for USA
  • ISBN 978-3-540-62910-8
  • Free shipping for individuals worldwide
  • Usually dispatched within 3 to 5 business days.
Loading...

Recommended for you

Loading...

Bibliographic Information

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
Editors
  • Italo Capuzzo Dolcetta
  • Pierre Lions
Series Title
C.I.M.E. Foundation Subseries
Series Volume
1660
Copyright
1997
Publisher
Springer-Verlag Berlin Heidelberg
Copyright Holder
Springer-Verlag Berlin Heidelberg
eBook ISBN
978-3-540-69043-6
DOI
10.1007/BFb0094293
Softcover ISBN
978-3-540-62910-8
Edition Number
1
Number of Pages
X, 266
Topics