TY - BOOK ID - 74322 TI - Viscosity solutions and applications AU - Bardi, Martino AU - Evans, Lawrence C. AU - Capuzzo Dolcetta, Italo AU - Crandall, Michael Grain AU - Session of the Centro internazionale matematico estivo (CIME). 2nd, (June 12-20, 1995 : Montecatini Terme, Italy) PY - 1997 VL - 1660 SN - 3540629106 3540690433 9783540629108 PB - Berlin: Springer, DB - UniCat KW - Stochastic processes KW - Partial differential equations KW - Differential geometry. Global analysis KW - Viscosity solutions KW - Congresses. KW - Mathematical Theory KW - Calculus KW - Mathematics KW - Physical Sciences & Mathematics KW - Congresses KW - Partial differential equations. KW - Probabilities. KW - Calculus of variations. KW - Partial Differential Equations. KW - Probability Theory and Stochastic Processes. KW - Calculus of Variations and Optimal Control; Optimization. KW - Isoperimetrical problems KW - Variations, Calculus of KW - Maxima and minima KW - Probability KW - Statistical inference KW - Combinations KW - Chance KW - Least squares KW - Mathematical statistics KW - Risk KW - Viscosity solutions - Congresses. UR - https://www.unicat.be/uniCat?func=search&query=sysid:74322 AB - 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. ER -