A stochastic representation for mean curvature type geometric flows
نویسندگان
چکیده
منابع مشابه
A Stochastic Representation for Mean Curvature Type Geometric Flows by H. Mete Soner
A smooth solution { (t)}t∈[0,T ] ⊂ Rd of a parabolic geometric flow is characterized as the reachability set of a stochastic target problem. In this control problem the controller tries to steer the state process into a given deterministic set T with probability one. The reachability set, V (t), for the target problem is the set of all initial data x from which the state process Xν x(t) ∈ T for...
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ژورنال
عنوان ژورنال: The Annals of Probability
سال: 2003
ISSN: 0091-1798
DOI: 10.1214/aop/1055425773