Abstract
ABSTRACT A Feynman-Kac representation is proved for geometric partial differential equations. This representation is in terms of a stochastic target problem. In this problem the controller tries to steer a controlled process into a given target by judicial choices of controls. The sublevel sets of the unique level set solution of the geometric equation is shown to coincide with the reachability sets of the target problem whose target is the sublevel set of the final data.
Talk to us
Join us for a 30 min session where you can share your feedback and ask us any queries you have
Disclaimer: All third-party content on this website/platform is and will remain the property of their respective owners and is provided on "as is" basis without any warranties, express or implied. Use of third-party content does not indicate any affiliation, sponsorship with or endorsement by them. Any references to third-party content is to identify the corresponding services and shall be considered fair use under The CopyrightLaw.