Mathematical Aspects of Evolving Interfaces

Interfaces are geometrical objects modelling free or moving boundaries and arise in a wide range of phase change problems in physical and biological sciences, particularly in material technology and in dynamics of patterns.

Controlled Markov Processes and Viscosity Solutions

This book is intended as an introduction to optimal stochastic control for continuous time Markov processes and to the theory of viscosity solutions. Stochastic control problems are treated using the dynamic programming approach.