Viscosity Solutions and Applications / Najlacnejšie knihy
Viscosity Solutions and Applications

Code: 05274693

Viscosity Solutions and Applications

by Martino Bardi, Michael G. Crandall, Lawrence C. Evans, Halil M. Soner, Panagiotis E. Souganidis, Italo Capuzzo Dolcetta, Pierre Lions

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 s ... more

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Book synopsis

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.

Book details

Book category Books in English Mathematics & science Mathematics Applied mathematics

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