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| Main Author: | |
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| Format: | Preprint |
| Published: |
2020
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| Subjects: | |
| Online Access: | https://arxiv.org/abs/2007.06520 |
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| _version_ | 1866915481811681280 |
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| author | Pozza, Marco |
| author_facet | Pozza, Marco |
| contents | 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, Hu and Peng (2010). The formula can be seen as a nonlinear extension of the Feynman-Kac formula. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2007_06520 |
| institution | arXiv |
| publishDate | 2020 |
| record_format | arxiv |
| spellingShingle | Representation Formula for Viscosity Solution to a PDE Problem involving Pucci's Extremal Operator Pozza, Marco Analysis of PDEs 35J60, 60H30 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, Hu and Peng (2010). The formula can be seen as a nonlinear extension of the Feynman-Kac formula. |
| title | Representation Formula for Viscosity Solution to a PDE Problem involving Pucci's Extremal Operator |
| topic | Analysis of PDEs 35J60, 60H30 |
| url | https://arxiv.org/abs/2007.06520 |