We provide a representation formula for viscosity solutions to an elliptic Dirichlet problem involving Pucci's extremal operators. This is done through a dynamic programming principle derived from Denis et al. (2010). The formula can be seen as a nonlinear extension of the Feynman–Kac formula.
Representation formula for viscosity solution to a PDE problem involving Pucci's extremal operator / Pozza, M.. - In: NONLINEAR ANALYSIS: REAL WORLD APPLICATIONS. - ISSN 1468-1218. - 57:(2021), p. 103199. [10.1016/j.nonrwa.2020.103199]
Representation formula for viscosity solution to a PDE problem involving Pucci's extremal operator
Pozza M.
2021
Abstract
We provide a representation formula for viscosity solutions to an elliptic Dirichlet problem involving Pucci's extremal operators. This is done through a dynamic programming principle derived from Denis et al. (2010). The formula can be seen as a nonlinear extension of the Feynman–Kac formula.File allegati a questo prodotto
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Pozza_postprint_Representation-formula_2021.pdf
Open Access dal 02/03/2023
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