Viscosity solutions and applications: lectures given at the 2nd session of the Centro Internazionale Matematico Estivo (C.I.M.E.) held in Montecatini Terme, Italy, June 12 - 20, 1995
Gespeichert in:
| Weitere beteiligte Personen: | |
|---|---|
| Format: | Buch |
| Sprache: | Deutsch |
| Veröffentlicht: |
Berlin [u.a.]
Springer
1997
|
| Schriftenreihe: | Lecture Notes in Mathematics
1660 : Subseries Fondazione CIME Centro Internazionale Matematico Estivo <Firenze>: Lectures given at the ... session of the Centro Internazionale Matematico Estivo (C.I.M.E.) 1995,2 |
| Schlagwörter: | |
| Links: | http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=007625213&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |
| Umfang: | IX, 259 S. |
| ISBN: | 3540629106 |
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| 245 | 1 | 0 | |a Viscosity solutions and applications |b lectures given at the 2nd session of the Centro Internazionale Matematico Estivo (C.I.M.E.) held in Montecatini Terme, Italy, June 12 - 20, 1995 |c M. Bardi [und 4 andere]. Editors: I. Capuzzo Dolcetta, P. L. Lions |
| 264 | 1 | |a Berlin [u.a.] |b Springer |c 1997 | |
| 300 | |a IX, 259 S. | ||
| 336 | |b txt |2 rdacontent | ||
| 337 | |b n |2 rdamedia | ||
| 338 | |b nc |2 rdacarrier | ||
| 490 | 1 | |a Lecture Notes in Mathematics |v 1660 : Subseries Fondazione CIME | |
| 490 | 1 | |a Centro Internazionale Matematico Estivo <Firenze>: Lectures given at the ... session of the Centro Internazionale Matematico Estivo (C.I.M.E.) |v 1995,2 | |
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| 650 | 4 | |a Solutions de viscosité - Congrès | |
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Datensatz im Suchindex
| DE-BY-TUM_call_number | 0102 MAT 001z 2001 B 999-1660 |
|---|---|
| DE-BY-TUM_katkey | 819051 |
| DE-BY-TUM_location | 01 |
| DE-BY-TUM_media_number | 040020362416 |
| _version_ | 1821931041492828160 |
| adam_text | Contents
M.G. CRANDALLiViscosity Solutions: a Primer
1
0.
Introduction
ι
1.
On
the need for nonsmooth solutions
5
2.
The notion of viscosity solutions
8
3.
Statement of model existence
-
Uniqueness theorems
9
4.
Comparison for Hamilton-Jacobi equations:
the Dirichlet problem
10
5.
Comparison for Hamilton-Jacobi equations in IR V
13
6.
Hamilton-Jacobi equations in
ΈίΝ:
unbounded solutions
15
7.
Definitions revisited: semijets
17
8.
Stability of the notions
19
9.
Existence via Perron s method
23
10.
The uniqueness machinery for second order equations
28
11.
Proof of the theorem on sums
31
12.
Briefly parabolic
37
M.
BARDI: Some
Applications of Viscosity Solutions
to Optimal Control and Differential Games
44
Introduction
45
1.
The Dynamic Programming method
and Hamilton-Jacobi-Bellman equations
46
A. The classical Dynamic Programming method
B. Viscosity solutions of Hamilton-Jacobi-Bellman equations
2.
Necessary and sufficient conditions of optimality,
optimal multivalued feedbacks
58
3.
Differential games
64
4.
Approximations of viscosity solutions and construction
of almost optimal feedbacks
71
A. Boundary conditions and weak limits in the viscosity sense
B. Convergence of
semidiscrete
approximations
5.
Well-posedness of the Dirichlet problem
among discontinuous solutions
81
Approach
1:
Ishii s definition and the complete solution
Approach
2:
Bilateral
supersolutions
Approach
3:
Envelope solutions
VIII
L.C.
EVANS:
Regularity for Fully Nonlinear Elliptic Equations
and Motion by Mean Curvature
98
Introduction
98
1.
Regularity for fully nonlinear Pde of second order
99
A. IntroductionjViscosity solutions,linear estimates
B. С1·
estimates
C. С2
estimates
2.
Motion by mean curvature
115
D. Introductionjdistance function
E. Level set method
F. Geometric properties
M.H. SONER: Controlled Markov Processes, Viscosity
Solutions and Applications to Mathematical Finance
134
1.
Controlled diffusion processes
134
1.1
Stochastic differential equations
1.2
Controlled diffusion processes
1.3
Dynamic Programming:formal description
1.4
Verification theorems
1.5
Dynamic Programming principle
1.6
Viscosity solutions
1.7
Boundary conditions
2.
Singular Stochastic Control
153
2.1
Formal discussion
2.2
Reformulation
2.3
Verification theorem
2.4
Viscosity solutions
3.
Portfolio Selection with Transaction Costs
164
3.1
Problem
3.2
Regularity
3.3
Optimal investment-transaction policy
3.4
Other related problems
4.
Pricing a European Option
172
4.1
Black
-
Scholes formula
4.2
Option pricing via utility maximization
4.3
Transaction costs
4.4
Leland s approach to transaction costs
IX
P.E. SOUGANIDIS: Front
Propagation:
Theory and
Applications 186
0.
Introduction
186
1.
Generalized Front Propagation
188
2.
An Abstract Method
204
3.
Asymptotics of bistable type
-
Phase theory
208
3.1
Rigorous results
3.2
Some new results
4.
Asymptotics of reaction diffusion equations
and systems of KPP-type
220
4.1
General theory
4.2
Some results about systems
4.3
Front dynamics for turbulent reaction-diffusion equations
5.
Macroscopic (hydrodynamic) limits of stochastic Ising models
with long range interactions
231
5.1
Equilibrium theory
5.2
Dynamic (nonequilibrium) theory mesoscopic limit
5.3
Macroscopic behavior of the mean field equation
5.4
Macroscopic (hydrodynamic) limit
for the stochastic Ising model
|
| any_adam_object | 1 |
| author2 | Capuzzo Dolcetta, Italo 1948- |
| author2_role | edt |
| author2_variant | d i c di dic |
| author_GND | (DE-588)115277463 (DE-588)172015464 |
| author_facet | Capuzzo Dolcetta, Italo 1948- |
| building | Verbundindex |
| bvnumber | BV011347764 |
| callnumber-first | Q - Science |
| callnumber-label | QA3 |
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| callnumber-search | QA3 |
| callnumber-sort | QA 13 |
| callnumber-subject | QA - Mathematics |
| classification_rvk | SD 1995 SI 850 |
| classification_tum | PHY 216f |
| ctrlnum | (OCoLC)36755942 (DE-599)BVBBV011347764 |
| dewey-full | 519.7/03 510 |
| dewey-hundreds | 500 - Natural sciences and mathematics |
| dewey-ones | 519 - Probabilities and applied mathematics 510 - Mathematics |
| dewey-raw | 519.7/03 510 |
| dewey-search | 519.7/03 510 |
| dewey-sort | 3519.7 13 |
| dewey-tens | 510 - Mathematics |
| discipline | Physik Mathematik |
| format | Book |
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| genre_facet | Konferenzschrift 1995 Montecatini Terme |
| id | DE-604.BV011347764 |
| illustrated | Not Illustrated |
| indexdate | 2024-12-20T10:10:50Z |
| institution | BVB |
| isbn | 3540629106 |
| language | German |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-007625213 |
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| physical | IX, 259 S. |
| publishDate | 1997 |
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| series | Lecture Notes in Mathematics Centro Internazionale Matematico Estivo <Firenze>: Lectures given at the ... session of the Centro Internazionale Matematico Estivo (C.I.M.E.) |
| series2 | Lecture Notes in Mathematics Centro Internazionale Matematico Estivo <Firenze>: Lectures given at the ... session of the Centro Internazionale Matematico Estivo (C.I.M.E.) |
| spellingShingle | Viscosity solutions and applications lectures given at the 2nd session of the Centro Internazionale Matematico Estivo (C.I.M.E.) held in Montecatini Terme, Italy, June 12 - 20, 1995 Lecture Notes in Mathematics Centro Internazionale Matematico Estivo <Firenze>: Lectures given at the ... session of the Centro Internazionale Matematico Estivo (C.I.M.E.) Controleleer gtt Equacoes diferenciais parciais larpcal Solutions de viscosité - Congrès Viscosity solutions Congresses Partielle Differentialgleichung (DE-588)4044779-0 gnd Viskositätslösung (DE-588)4463279-4 gnd Viskosität (DE-588)4063625-2 gnd |
| subject_GND | (DE-588)4044779-0 (DE-588)4463279-4 (DE-588)4063625-2 (DE-588)1071861417 |
| title | Viscosity solutions and applications lectures given at the 2nd session of the Centro Internazionale Matematico Estivo (C.I.M.E.) held in Montecatini Terme, Italy, June 12 - 20, 1995 |
| title_auth | Viscosity solutions and applications lectures given at the 2nd session of the Centro Internazionale Matematico Estivo (C.I.M.E.) held in Montecatini Terme, Italy, June 12 - 20, 1995 |
| title_exact_search | Viscosity solutions and applications lectures given at the 2nd session of the Centro Internazionale Matematico Estivo (C.I.M.E.) held in Montecatini Terme, Italy, June 12 - 20, 1995 |
| title_full | Viscosity solutions and applications lectures given at the 2nd session of the Centro Internazionale Matematico Estivo (C.I.M.E.) held in Montecatini Terme, Italy, June 12 - 20, 1995 M. Bardi [und 4 andere]. Editors: I. Capuzzo Dolcetta, P. L. Lions |
| title_fullStr | Viscosity solutions and applications lectures given at the 2nd session of the Centro Internazionale Matematico Estivo (C.I.M.E.) held in Montecatini Terme, Italy, June 12 - 20, 1995 M. Bardi [und 4 andere]. Editors: I. Capuzzo Dolcetta, P. L. Lions |
| title_full_unstemmed | Viscosity solutions and applications lectures given at the 2nd session of the Centro Internazionale Matematico Estivo (C.I.M.E.) held in Montecatini Terme, Italy, June 12 - 20, 1995 M. Bardi [und 4 andere]. Editors: I. Capuzzo Dolcetta, P. L. Lions |
| title_short | Viscosity solutions and applications |
| title_sort | viscosity solutions and applications lectures given at the 2nd session of the centro internazionale matematico estivo c i m e held in montecatini terme italy june 12 20 1995 |
| title_sub | lectures given at the 2nd session of the Centro Internazionale Matematico Estivo (C.I.M.E.) held in Montecatini Terme, Italy, June 12 - 20, 1995 |
| topic | Controleleer gtt Equacoes diferenciais parciais larpcal Solutions de viscosité - Congrès Viscosity solutions Congresses Partielle Differentialgleichung (DE-588)4044779-0 gnd Viskositätslösung (DE-588)4463279-4 gnd Viskosität (DE-588)4063625-2 gnd |
| topic_facet | Controleleer Equacoes diferenciais parciais Solutions de viscosité - Congrès Viscosity solutions Congresses Partielle Differentialgleichung Viskositätslösung Viskosität Konferenzschrift 1995 Montecatini Terme |
| url | http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=007625213&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |
| volume_link | (DE-604)BV000676446 (DE-604)BV000903443 |
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