|
| Der Artikel wird am Ende des Bestellprozesses zum Download zur Verfügung gestellt. |
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
Sofort lieferbar | Lieferzeit: Sofort lieferbar I
ISBN-13:
9783540690436
Veröffentl:
2006
Seiten:
266
Autor:
Martino Bardi
Serie:
1660, Lecture Notes in Mathematics C.I.M.E. Foundation Subseries
eBook Typ:
PDF
eBook Format:
EPUB
Kopierschutz:
1 - PDF Watermark
Sprache:
Englisch
Beschreibung:
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.
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.
Kunden Rezensionen
Mehr zum Thema
Folgen Sie uns auf:
