Use this URL to cite or link to this record in EThOS: http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.554079
Title: Stochastic Infinity-Laplacian equation and One-Laplacian equation in image processing and mean curvature flows : finite and large time behaviours
Author: Wei, Fajin
Awarding Body: Loughborough University
Current Institution: Loughborough University
Date of Award: 2010
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Abstract:
The existence of pathwise stationary solutions of this stochastic partial differential equation (SPDE, for abbreviation) is demonstrated. In Part II, a connection between certain kind of state constrained controlled Forward-Backward Stochastic Differential Equations (FBSDEs) and Hamilton-Jacobi-Bellman equations (HJB equations) are demonstrated. The special case provides a probabilistic representation of some geometric flows, including the mean curvature flows. Part II includes also a probabilistic proof of the finite time existence of the mean curvature flows.
Supervisor: Not available Sponsor: Not available
Qualification Name: Thesis (Ph.D.) Qualification Level: Doctoral
EThOS ID: uk.bl.ethos.554079  DOI: Not available
Keywords: Solutions ; Stochastic partial differential equations ; Infinity-Laplacian ; Random dynamical systems ; Pathwise stationary ; Viscosity solutions ; Backward stochastic differential equations ; Hamilton-Jacobi-Bellman equations ; Mean curvature flows
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