Search results for "parabolic nonlinear equations"
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Asymptotic mean value formulas for parabolic nonlinear equations
2021
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