A stochastic representation for mean curvature type geometric flows
Soner, H. Mete ; Touzi, Nizar
Ann. Probab., Tome 31 (2003) no. 1, p. 1145-1165 / Harvested from Project Euclid
A smooth solution $\{ \Gamma(t)\}_{t \in[0,T]}\subset \R^d $ 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 $\Tc$ with probability one. The reachability set, $V(t)$, for the target problem is the set of all initial data x from which the state process $\xx(t) \in \Tc$ for some control process $\nu$. This representation is proved by studying the squared distance function to $\Gamma(t)$. For the codimension k mean curvature flow, the state process is $dX(t)= \sqrt{2} P \,dW(t)$, where $W(t)$ is a d-dimensional Brownian motion, and the control P is any projection matrix onto a $(d-k)$-dimensional plane. Smooth solutions of the inverse mean curvature flow and a discussion of non smooth solutions are also given.
Publié le : 2003-07-14
Classification:  Geometric flows,  codimension $-k$ mean curvature flow,  inverse mean curvature flow,  stochastic target problem.,  49J2060J60,  60J60,  49L20,  35K55
@article{1055425773,
     author = {Soner, H. Mete and Touzi, Nizar},
     title = {A stochastic representation for mean curvature type geometric flows},
     journal = {Ann. Probab.},
     volume = {31},
     number = {1},
     year = {2003},
     pages = { 1145-1165},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1055425773}
}
Soner, H. Mete; Touzi, Nizar. A stochastic representation for mean curvature type geometric flows. Ann. Probab., Tome 31 (2003) no. 1, pp.  1145-1165. http://gdmltest.u-ga.fr/item/1055425773/