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Asymptotic mean value formulas for parabolic nonlinear equations
Volume 64, no. 1
(2022),
pp. 137–164
https://doi.org/10.33044/revuma.3169
Abstract
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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Published by the Unión Matemática Argentina |
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