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

From MaRDI portal
Import240304020342 (talk | contribs)
Set profile property.
ReferenceBot (talk | contribs)
Changed an Item
Property / cites work
 
Property / cites work: Front Propagation and Phase Field Theory / rank
 
Normal rank
Property / cites work
 
Property / cites work: A Representation Formula for the Mean Curvature Motion / rank
 
Normal rank
Property / cites work
 
Property / cites work: The Motion of a Surface by Its Mean Curvature. (MN-20) / rank
 
Normal rank
Property / cites work
 
Property / cites work: User’s guide to viscosity solutions of second order partial differential equations / rank
 
Normal rank
Property / cites work
 
Property / cites work: Backward stochastic differential equations with constraints on the gains-process / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4032143 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4024270 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4368791 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3724215 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4378038 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Fronts propagating with curvature-dependent speed: Algorithms based on Hamilton-Jacobi formulations / rank
 
Normal rank
Property / cites work
 
Property / cites work: Motion of a set by the curvature of its boundary / rank
 
Normal rank
Property / cites work
 
Property / cites work: Superreplication Under Gamma Constraints / rank
 
Normal rank
Property / cites work
 
Property / cites work: Stochastic Target Problems, Dynamic Programming, and Viscosity Solutions / rank
 
Normal rank
Property / cites work
 
Property / cites work: Dynamic programming for stochastic target problems and geometric flows / rank
 
Normal rank
Property / cites work
 
Property / cites work: Direct characterization of the value of super-replication under stochastic volatility and portfolio constraints. / rank
 
Normal rank

Revision as of 12:18, 5 June 2024

scientific article; zbMATH DE number 1877104
Language Label Description Also known as
English
A STOCHASTIC REPRESENTATION FOR THE LEVEL SET EQUATIONS
scientific article; zbMATH DE number 1877104

    Statements

    A STOCHASTIC REPRESENTATION FOR THE LEVEL SET EQUATIONS (English)
    0 references
    0 references
    0 references
    2002
    0 references
    Feynman-Kac representation
    0 references
    stochastic target problem
    0 references
    sublevel sets
    0 references
    level set solution
    0 references
    reachability sets
    0 references
    geometric flows
    0 references
    codimension \(k\) mean curvature flow
    0 references
    inverse mean curvature flow
    0 references

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references