03441nam 22007335 450 991014628780332120250801064756.03-540-69043-310.1007/BFb0094293(CKB)1000000000437353(SSID)ssj0000327572(PQKBManifestationID)12124533(PQKBTitleCode)TC0000327572(PQKBWorkID)10301708(PQKB)11358902(DE-He213)978-3-540-69043-6(MiAaPQ)EBC5590587(MiAaPQ)EBC6698636(Au-PeEL)EBL5590587(OCoLC)1066188322(Au-PeEL)EBL6698636(PPN)15520906X(EXLCZ)99100000000043735320121227d1997 u| 0engurnn|008mamaatxtccrViscosity 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 /by Martino Bardi, Michael G. Crandall, Lawrence C. Evans, Halil M. Soner, Panagiotis E. Souganidis ; edited by Italo Capuzzo Dolcetta, Pierre Lions1st ed. 1997.Berlin, Heidelberg :Springer Berlin Heidelberg :Imprint: Springer,1997.1 online resource (X, 266 p.) C.I.M.E. Foundation Subseries,2946-1820 ;1660Bibliographic Level Mode of Issuance: Monograph3-540-62910-6 Includes bibliographical references.Viscosity solutions: A primer -- Some applications of viscosity solutions to optimal control and differential games -- Regularity for fully nonlinear elliptic equations and motion by mean curvature -- Controlled markov processes, viscosity solutions and applications to mathematical finance -- Front propagation: Theory and applications.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.C.I.M.E. Foundation Subseries,2946-1820 ;1660Differential equationsProbabilitiesMathematical optimizationCalculus of variationsDifferential EquationsProbability TheoryCalculus of Variations and OptimizationDifferential equations.Probabilities.Mathematical optimization.Calculus of variations.Differential Equations.Probability Theory.Calculus of Variations and Optimization.519.7/03Bardi M(Martino),Centro internazionale matematico estivo.MiAaPQMiAaPQMiAaPQBOOK9910146287803321Viscosity solutions and applications81321UNINA