Date
Mon, 15 Oct 2012
Time
14:15 - 15:15
Location
Oxford-Man Institute
Speaker
FREDERICA DRAGONI
Organisation
Cardiff University

Abstract: In the talk we first introduce the level set equation for the evolution by mean curvature flow, explaining the main difference between the standard Euclidean case and the horizontal evolution.

Then we will introduce a stochastic representation formula for the viscosity solution of the level set equation related to the value function of suitable associated stochastic controlled ODEs which are motivated by a concept of intrinsic Brownian motion in Carnot-Caratheodory spaces.

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