6533b7d5fe1ef96bd1265126
RESEARCH PRODUCT
Asymptotic mean value formulas for parabolic nonlinear equations
Pablo BlancFernando CharroJuan J. ManfrediJulio D. Rossisubject
osittaisdifferentiaaliyhtälötasymptotic mean value formulasparabolic nonlinear equationsMathematics - Analysis of PDEsviscosity solutionsGeneral MathematicsFOS: MathematicsMathematics::Analysis of PDEsparabolic Monge–Ampère equationsAnalysis of PDEs (math.AP)description
In this paper we characterize viscosity solutions to nonlinear parabolic equations (including parabolic Monge–Ampère equations) by asymptotic mean value formulas. Our asymptotic mean value formulas can be interpreted from a probabilistic point of view in terms of dynamic programming principles for certain two-player, zero-sum games. peerReviewed
| year | journal | country | edition | language |
|---|---|---|---|---|
| 2021-06-01 |