A STOCHASTIC REPRESENTATION FOR THE LEVEL SET EQUATIONS (Q4796719): Difference between revisions

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-Halil Mete Soner
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+Front Propagation and Phase Field Theory
@@ Property / cites work: Front Propagation and Phase Field Theory / rank @@
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+A Representation Formula for the Mean Curvature Motion
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+The Motion of a Surface by Its Mean Curvature. (MN-20)
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+User’s guide to viscosity solutions of second order partial differential equations
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+Backward stochastic differential equations with constraints on the gains-process
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+Q4032143
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+Q4024270
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+Q3724215
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+Q4378038
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+Fronts propagating with curvature-dependent speed: Algorithms based on Hamilton-Jacobi formulations
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+Motion of a set by the curvature of its boundary
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+Superreplication Under Gamma Constraints
@@ Property / cites work: Superreplication Under Gamma Constraints / rank @@
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+Stochastic Target Problems, Dynamic Programming, and Viscosity Solutions
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+Dynamic programming for stochastic target problems and geometric flows
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+Direct characterization of the value of super-replication under stochastic volatility and portfolio constraints.
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+Q57635948
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