A STOCHASTIC REPRESENTATION FOR THE LEVEL SET EQUATIONS (Q4796719)

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scientific article; zbMATH DE number 1877104
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English
A STOCHASTIC REPRESENTATION FOR THE LEVEL SET EQUATIONS
scientific article; zbMATH DE number 1877104

    Statements

    title
    A STOCHASTIC REPRESENTATION FOR THE LEVEL SET EQUATIONS (English)
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    author
    Nizar Touzi
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    Halil Mete Soner
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    publication date
    2002
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    zbMATH Keywords
    Feynman-Kac representation
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    stochastic target problem
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    sublevel sets
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    level set solution
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    reachability sets
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    geometric flows
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    codimension \(k\) mean curvature flow
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    inverse mean curvature flow
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    Identifiers

    DOI
    10.1081/PDE-120016135
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    Mathematics Subject Classification ID
    49J20
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    60J60
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    49L20
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    35K55
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    35R60
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    49L25
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    53C44
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    zbMATH DE Number
    1877104
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    Wikidata QID
    Q57635948
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