A Stochastic Representation for Mean Curvature Type Geometric Flows by H. Mete Soner

Abstract

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… (More)

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