Representation Formula for Viscosity Solution to a PDE Problem involving Pucci's Extremal Operator
Analysis of PDEs
2025-09-09 v1
Abstract
We provide a representation formula for viscosity solutions to an elliptic Dirichlet problem involving Pucci's extremal operators. This is done through a dynamic programming principle derived from Denis, Hu and Peng (2010). The formula can be seen as a nonlinear extension of the Feynman-Kac formula.
Keywords
Cite
@article{arxiv.2007.06520,
title = {Representation Formula for Viscosity Solution to a PDE Problem involving Pucci's Extremal Operator},
author = {Marco Pozza},
journal= {arXiv preprint arXiv:2007.06520},
year = {2025}
}
Comments
17 pages