TY  - BOOK
AU  - Bardi,M.
AU  - Capuzzo Dolcetta,I.
AU  - Lions,P.L.
ED  - Centro internazionale matematico estivo.
TI  - 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 
T2  - Lecture notes in mathematics,
SN  - 9783540690436
AV  - QA3 .L28 no. 1660
U1  - 510 s519.7/03 21
PY  - 1997///
CY  - Berlin, New York
PB  - Springer
KW  - Viscosity solutions
KW  - Congresses
KW  - Solutions de viscosité
KW  - Congrès
KW  - Procesos estocásticos
KW  - embne
KW  - Markov, Procesos de
KW  - embucm
KW  - fast
KW  - Partielle Differentialgleichung
KW  - gnd
KW  - Viskosität
KW  - Viskositätslösung
KW  - Kongress
KW  - Controleleer
KW  - gtt
KW  - Equacoes diferenciais parciais
KW  - larpcal
KW  - ram
KW  - Hamilton-Jacobi, Équations de
KW  - Markov, Processus de
KW  - proceedings (reports)
KW  - aat
KW  - Conference papers and proceedings
KW  - lcgft
KW  - Actes de congrès
KW  - rvmgf
KW  - Montecatini Terme (1995)
KW  - swd
N1  - Includes bibliographical references; From the contents: M.G. Crandall: Viscosity Solutions: a Primer -- M. Bardi: Some Applications of Viscosity Solutions to Optimal Control and Different Games -- L.C. Evans: Regularity for Fully Nonlinear Elliptic Equations and Motion by Mean Curvature -- M.H. Soner: Controlled Markov Processes, Viscosity Solutions and Applications to Mathematical Finance -- P.E. Souganidis: Front Propagation: Theory and Applications; Electronic reproduction; [Place of publication not identified]; HathiTrust Digital Library; 2010
N2  - 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
UR  - https://link-springer-com.libraryproxy.ist.ac.at/10.1007/BFb0094293
ER  -