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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Bibliographic Information

Book Title: Viscosity Solutions and Applications
Book Subtitle: 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
Authors: Martino Bardi, Michael G. Crandall, Lawrence C. Evans, Halil Mete Soner, Panagiotis E. Souganidis
Editors: Italo Capuzzo Dolcetta, Pierre Louis Lions
Series Title: Lecture Notes in Mathematics
DOI: https://doi.org/10.1007/BFb0094293
Publisher: Springer Berlin, Heidelberg
eBook Packages: Springer Book Archive
Copyright Information: Springer-Verlag Berlin Heidelberg 1997
Softcover ISBN: 978-3-540-62910-8Published: 23 May 1997
eBook ISBN: 978-3-540-69043-6Published: 13 November 2006
Series ISSN: 0075-8434
Series E-ISSN: 1617-9692
Edition Number: 1
Number of Pages: X, 266
Topics: Partial Differential Equations, Probability Theory and Stochastic Processes, Calculus of Variations and Optimal Control; Optimization

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Table of contents (5 chapters)

Front Matter

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

Back Matter

About this book