Asymptotic mean value formulas for parabolic nonlinear equations
Analysis of PDEs
2021-06-02 v1
Abstract
In this paper we characterize viscosity solutions to nonlinear parabolic equations (including parabolic Monge-Amp\`ere 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.
Cite
@article{arxiv.2106.00659,
title = {Asymptotic mean value formulas for parabolic nonlinear equations},
author = {Pablo Blanc and Fernando Charro and Juan J. Manfredi and Julio D. Rossi},
journal= {arXiv preprint arXiv:2106.00659},
year = {2021}
}