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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Bibliographic Details
Imprint:Berlin ; New York : Springer, ©1997.
Description:1 online resource (ix, 259 pages) : illustrations.
Language:English
Series:Lecture notes in mathematics, 0075-8434 ; 1660
Lecture notes in mathematics (Springer-Verlag) ; 1660.
Subject:
Format: E-Resource Book
URL for this record:http://pi.lib.uchicago.edu/1001/cat/bib/11065951
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Other authors / contributors:Bardi, M. (Martino)
Capuzzo Dolcetta, I. (Italo), 1948-
Lions, P. L. (Pierre-Louis)
Centro internazionale matematico estivo.
ISBN:9783540690436
3540690433
3540629106
9783540629108
Notes:Includes bibliographical references.
Restrictions unspecified
Electronic reproduction. [S.l.] : HathiTrust Digital Library, 2010.
Master and use copy. Digital master created according to Benchmark for Faithful Digital Reproductions of Monographs and Serials, Version 1. Digital Library Federation, December 2002. http://purl.oclc.org/DLF/benchrepro0212
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Print version record.
Summary: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.
Other form:Print version: Viscosity solutions and applications. Berlin ; New York : Springer, ©1997 3540629106