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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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Table of 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.