Viscosity Solutions and Applications : Lectures Given at the 2nd Session of the Centro Internazionale Matematico Estivo (C.I.M.E.) Held in Montecatini

ポイントキャンペーン

Viscosity Solutions and Applications : Lectures Given at the 2nd Session of the Centro Internazionale Matematico Estivo (C.I.M.E.) Held in Montecatini

Bardi, M./ Crandall, M. G./ Evans, L. C./ Soner, H. M.

Springer Verlag（1997/08発売）

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製本 Paperback:紙装版/ペーパーバック版／ページ数 259 p.
言語 ENG
商品コード 9783540629108
DDC分類 519.703

Full 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.