Asymptotic mean value formulas for parabolic nonlinear equations
Blanc, P., Charro, F., Manfredi, J. J., & Rossi, J. D. (2022). Asymptotic mean value formulas for parabolic nonlinear equations. Revista de la Unión Matemática Argentina, 64(1), 137-164. https://doi.org/10.33044/revuma.3169
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Revista de la Unión Matemática ArgentinaDate
2022Copyright
© Authors, 2022
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.
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Union Matematica ArgentinaISSN Search the Publication Forum
0041-6932Keywords
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https://converis.jyu.fi/converis/portal/detail/Publication/159232581
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Academy of FinlandFunding program(s)
Academy Project, AoF
Additional information about funding
P.B. partially supported by the Academy of Finland project no. 298641. F.C. partially supported by MICINN grants MTM2017-84214-C2-1-P and PID2019-110712GB-I100 (Spain). J.D.R. partially supported by CONICET grant PIP GI no. 11220150100036CO (Argentina), PICT-2018-03183 (Argentina) and UBACyT grant 20020160100155BA (Argentina).License
Except where otherwise noted, this item's license is described as CC BY 4.0