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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 / by Martino Bardi, Michael G. Crandall, Lawrence C. Evans, Halil M. Soner, Panagiotis E. Souganidis ; edited by Italo Capuzzo Dolcetta, Pierre Lions
(C.I.M.E. Foundation Subseries. ISSN:29461820 ; 1660)
版 | 1st ed. 1997. |
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出版者 | (Berlin, Heidelberg : Springer Berlin Heidelberg : Imprint: Springer) |
出版年 | 1997 |
本文言語 | 英語 |
大きさ | X, 266 p : online resource |
著者標目 | *Bardi, Martino author Crandall, Michael G author Evans, Lawrence C author Soner, Halil M author Souganidis, Panagiotis E author Capuzzo Dolcetta, Italo editor Lions, Pierre editor SpringerLink (Online service) |
件 名 | LCSH:Differential equations LCSH:Probabilities LCSH:Mathematical optimization LCSH:Calculus of variations FREE:Differential Equations FREE:Probability Theory FREE:Calculus of Variations and Optimization |
一般注記 | 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 HTTP:URL=https://doi.org/10.1007/BFb0094293 |
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電子ブック | 配架場所 | 資料種別 | 巻 次 | 請求記号 | 状 態 | 予約 | コメント | ISBN | 刷 年 | 利用注記 | 指定図書 | 登録番号 |
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電子ブック | オンライン | 電子ブック |
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Springer eBooks | 9783540690436 |
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EB00235799 |
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