Existence and uniqueness of Lipschitz continuous graphs with prescribed Levi curvature
We consider an evolution equation similar to that introduced by Vese in [Comm. Partial Diff. Eq. 24 (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.
We consider an evolution equation similar to that introduced by Vese in [Comm. Partial Diff. Eq. 24 (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.
We consider an evolution equation similar to that introduced by Vese in [Comm. Partial Diff. Eq. 24 (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.