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| Artikel-Nr.: 5667A-9783540629108 Herst.-Nr.: 9783540629108 EAN/GTIN: 9783540629108 |
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 | 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. Weitere Informationen:  |  | Author: | Martino Bardi; Italo Capuzzo Dolcetta; Michael G. Crandall; Pierre Lions; Lawrence C. Evans; Halil M. Soner; Panagiotis E. Souganidis | Verlag: | Springer Berlin | Sprache: | eng |
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 | Weitere Suchbegriffe: Markov process, Stochastic processes, front propagation, geometric motions, mathematical finance, nonlinear PDE's, optimal control, partial differential equation, stochastic process, partial differential equations |
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