Representation formula for viscosity solution to a PDE problem involving Pucci's extremal operator

被引：0

作者：

Pozza, Marco ^{[1
]}

机构：

[1] Sapienza Univ Roma, Dipartimento Matemat G Castelnuovo, Piazzale Aldo Moro 5, I-00185 Rome, Italy

来源：

NONLINEAR ANALYSIS-REAL WORLD APPLICATIONS | 2021年 / 57卷

关键词：

Nonlinear Feynman-Kac formula; Pucci's extremal operators; Viscosity solutions; Dynamic programming principle; EQUATIONS;

D O I：

10.1016/j.nonrwa.2020.103199

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

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. (C) 2020 Elsevier Ltd. All rights reserved.

引用

页数：13

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