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arXiv · 2106.00659

Asymptotic mean value formulas for parabolic nonlinear equations

Pablo Blanc·Fernando Charro·Juan J. Manfredi·Julio D. Rossi
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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.

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Pablo Blanc, Fernando Charro, Juan J. Manfredi, Julio D. Rossi. 2021-06-01. Asymptotic mean value formulas for parabolic nonlinear equations. https://arxiv.org/abs/2106.00659

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