{"title":"Asymptotic mean value formulas for parabolic nonlinear equations","authors":"P. Blanc, Fernando Charro, J. Manfredi, J. Rossi","doi":"10.33044/revuma.3169","DOIUrl":null,"url":null,"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.","PeriodicalId":54469,"journal":{"name":"Revista De La Union Matematica Argentina","volume":" ","pages":""},"PeriodicalIF":0.6000,"publicationDate":"2021-06-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"2","resultStr":null,"platform":"Semanticscholar","paperid":null,"PeriodicalName":"Revista De La Union Matematica Argentina","FirstCategoryId":"100","ListUrlMain":"https://doi.org/10.33044/revuma.3169","RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"Q3","JCRName":"MATHEMATICS","Score":null,"Total":0}
引用次数: 2
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.
期刊介绍:
Revista de la Unión Matemática Argentina is an open access journal, free of charge for both authors and readers. We publish original research articles in all areas of pure and applied mathematics.