Publication:
A stochastic representation for the level set equations

Placeholder

Organizational Units

Program

KU Authors

Co-Authors

Touzi, Nizar

Advisor

Publication Date

Language

English

Journal Title

Journal ISSN

Volume Title

Abstract

A Feynman-Kac representation is proved for geometric partial differential equations. This representation is in terms of a stochastic target problem. In this problem the controller tries to steer a controlled process into a given target by judicial choices of controls. The sublevel sets of the unique level set solution of the geometric equation is shown to coincide with the reachability sets of the target problem whose target is the sublevel set of the final data.

Source:

Communications In Partial Differential Equations

Publisher:

Taylor & Francis Inc

Keywords:

Subject

Mathematics

Citation

Endorsement

Review

Supplemented By

Referenced By

Copyrights Note

0

Views

0

Downloads

View PlumX Details