Exponential convergence for a convexifying equation
Guillaume Carlier, Alfred Galichon (2012)
ESAIM: Control, Optimisation and Calculus of Variations
Similarity:
We consider an evolution equation similar to that introduced by Vese in [ (1999) 1573–1591] and whose solution converges in large time to the convex envelope of the initial datum. We give a stochastic control representation for the solution from which we deduce, under quite general assumptions that the convergence in the Lipschitz norm is in fact exponential in time.