Ebook: 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

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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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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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.
Content:
Front Matter....Pages -
Viscosity solutions: A primer....Pages 1-43
Some applications of viscosity solutions to optimal control and differential games....Pages 44-97
Regularity for fully nonlinear elliptic equations and motion by mean curvature....Pages 98-133
Controlled markov processes, viscosity solutions and applications to mathematical finance....Pages 134-185
Front propagation: Theory and applications....Pages 186-242
Back Matter....Pages -

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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.
Content:
Front Matter....Pages -
Viscosity solutions: A primer....Pages 1-43
Some applications of viscosity solutions to optimal control and differential games....Pages 44-97
Regularity for fully nonlinear elliptic equations and motion by mean curvature....Pages 98-133
Controlled markov processes, viscosity solutions and applications to mathematical finance....Pages 134-185
Front propagation: Theory and applications....Pages 186-242
Back Matter....Pages -
....