Thesis-2010-Wei.pdf (798.46 kB)
Stochastic Infinity-Laplacian equation and One-Laplacian equation in image processing and mean curvature flows: finite and large time behaviours
thesis
posted on 2010-11-25, 09:15 authored by Fajin WeiThe 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.
History
School
- Science
Department
- Mathematical Sciences
Publisher
© Fajin WeiPublication date
2010Notes
A Doctoral Thesis. Submitted in partial fulfillment of the requirements for the award of Doctor of Philosophy of Loughborough University.EThOS Persistent ID
uk.bl.ethos.554079Language
- en