Asymptotic mean value formulas for parabolic nonlinear equations

Authors

  • Pablo Blanc Department of Mathematics and Statistics, University of Jyv¨askyl¨a, PO Box 35, FI-40014 Jyv¨askyl¨a, Finland
  • Fernando Charro Department of Mathematics, Wayne State University, 656 W. Kirby, Detroit, MI 48202, USA
  • Juan Manfredi Department of Mathematics, University of Pittsburgh, Pittsburgh, PA 15260, USA
  • Julio Daniel Rossi Departamento de Matem´atica, FCEyN, Universidad de Buenos Aires, Pabell´on I, Ciudad Universitaria, 1428 Buenos Aires, Argentina

DOI:

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

2022-08-03