Viscosity solutions and applications

Description:

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.

subjects: Congresses,  Viscosity solutions,  Solutions de viscosité,  Kongress,  Congrès,  Equacoes diferenciais parciais,  Viskositätslösung,  Viskosität,  Controleleer,  Partielle Differentialgleichung,  Viscosity,  Partial Differential equations,  Mathematics,  Distribution (Probability theory),  Differential equations, partial,  Mathematical optimization,  Probability Theory and Stochastic Processes,  Calculus of Variations and Optimal Control; Optimization