Research profile

Martin Larsson

Works on other curvature flows and mean curvature flow.

NP-RC-421841

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  1. Johannes Ruf

    1 joint worklatest 2020

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2020

math.APWider flowsv2arXiv:2003.13611

Minimum curvature flow and martingale exit times

Martin Larsson, Johannes Ruf

We study the following question: What is the largest deterministic amount of time that a suitably normalized martingale can be kept inside a convex body in ? We show, in a viscosity framework, that equals the time it takes for the relative boundary of to reach as it undergoes a geometric flow that we call (positive) minimum curvature flow. This result has close links to the literature on stochastic and game representations of geometric flows. Moreover, the minimum curvature flow can be viewed as an arrival time version of the Ambrosio–Soner codimension- mean curvature flow of the -skeleton of . Our results are obtained by a mix of probabilistic and analytic methods.

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