Minimum curvature flow and martingale exit times
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Publication:6595718
DOI10.1214/24-EJP1166zbMATH Open1544.93848MaRDI QIDQ6595718
Publication date: 30 August 2024
Published in: Electronic Journal of Probability (Search for Journal in Brave)
Control/observation systems governed by partial differential equations (93C20) Nonlinear elliptic equations (35J60) Optimal stochastic control (93E20) Viscosity solutions to Hamilton-Jacobi equations in optimal control and differential games (49L25)
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