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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 (Paperback, 1997 ed.)
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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 (Paperback, 1997 ed.)
Series: C.I.M.E. Foundation Subseries, 1660
Expected to ship within 10 - 15 working days
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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.
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