Loughborough University
Browse
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

Download (798.46 kB)
thesis
posted on 2010-11-25, 09:15 authored by Fajin Wei
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.

History

School

  • Science

Department

  • Mathematical Sciences

Publisher

© Fajin Wei

Publication date

2010

Notes

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.554079

Language

  • en