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Lieferstatus:	i.d.R. innert 5-10 Tagen versandfertig
Veröffentlichung:	Mai 1997
Genre:	Schulbücher
	FrontPropagation / geometricmotions / Markovprocess / mathematicalfinance / Nonlinearpde's / optimalcontrol / Optimierung / partialdifferentialequation / PartialDifferentialEquations / Stochasticprocess / stochasticprocesses / Stochastik / Wahrscheinlichkeitsrechnung und Statistik mehr...
ISBN:	9783540629108
EAN-Code:	9783540629108
Verlag:	Springer
Einband:	Kartoniert
Sprache:	English
Dimensionen:	H 235 mm / B 155 mm / D 16 mm
Gewicht:	423 gr
Seiten:	276
Bewertung:	Titel bewerten / Meinung schreiben

Inhalt:

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. TOC:BFrom the contents:/B IM.G. Crandall:/I Viscosity Solutions: a Primer.- IM. Bardi:/I Some Applications of Viscosity Solutions to Optimal Control and Different Games.- IL.C. Evans:/I Regularity for Fully Nonlinear Elliptic Equations and Motion by Mean Curvature.- IM.H. Soner:/I Controlled Markov Processes, Viscosity Solutions and Applications to Mathematical Finance.- IP.E. Souganidis:/I Front Propagation: Theory and Applications.