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 /

• Main Authors: Bardi, Martino (Author, http://id.loc.gov/vocabulary/relators/aut), Crandall, Michael G. (http://id.loc.gov/vocabulary/relators/aut), Evans, Lawrence C. (http://id.loc.gov/vocabulary/relators/aut), Soner, Halil M. (http://id.loc.gov/vocabulary/relators/aut), Souganidis, Panagiotis E. (http://id.loc.gov/vocabulary/relators/aut)
• Corporate Author: SpringerLink (Online service)
• Other Authors: Capuzzo Dolcetta, Italo (Editor, http://id.loc.gov/vocabulary/relators/edt), Lions, Pierre (Editor, http://id.loc.gov/vocabulary/relators/edt)
• Format: Electronic eBook
• Language: English
• Published: Berlin, Heidelberg : Springer Berlin Heidelberg : Imprint: Springer, 1997.
• Edition: 1st ed. 1997.
• Series: C.I.M.E. Foundation Subseries ; 1660
• Subjects: Partial differential equations.; Probabilities.; Calculus of variations.; Partial Differential Equations.; Probability Theory and Stochastic Processes.; Calculus of Variations and Optimal Control; Optimization.

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 mathematic...

Table of Contents:

• 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.