Non-Fiction Books:

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
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Description

This volume comprises five extended surveys on the 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 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, and stochastic processes.
Release date Australia
May 23rd, 1997
Audiences
  • Postgraduate, Research & Scholarly
  • Professional & Vocational
Contributors
  • Edited by Italo Capuzzo-Dolcetta
  • Edited by Pierre Lions
Illustrations
X, 266 p.
Pages
266
Dimensions
156x234x14
ISBN-13
9783540629108
Product ID
2838049

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