Asymptotic mean value formulas for parabolic nonlinear equations
DOI:
https://doi.org/10.33044/revuma.3169Abstract
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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