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.