Viscosity Solutions and Applications

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Viscosity Solutions and Applications is written by Martino Bardi and published by Springer. It's available with International Standard Book Number or ISBN identification 3540690433 (ISBN 10) and 9783540690436 (ISBN 13).

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.