書目名稱 | Viscosity Solutions and Applications |
副標(biāo)題 | Lectures given at th |
編輯 | Martino Bardi,Michael G. Crandall,Panagiotis E. So |
視頻video | http://file.papertrans.cn/984/983575/983575.mp4 |
叢書名稱 | Lecture Notes in Mathematics |
圖書封面 |  |
描述 | 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. |
出版日期 | Book 1997 |
關(guān)鍵詞 | Markov process; Stochastic processes; front propagation; geometric motions; mathematical finance; nonline |
版次 | 1 |
doi | https://doi.org/10.1007/BFb0094293 |
isbn_softcover | 978-3-540-62910-8 |
isbn_ebook | 978-3-540-69043-6Series ISSN 0075-8434 Series E-ISSN 1617-9692 |
issn_series | 0075-8434 |
copyright | Springer-Verlag Berlin Heidelberg 1997 |