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

DOI10.1016/j.nonrwa.2020.103199zbMath1454.35049arXiv2007.06520OpenAlexW3040951537MaRDI QIDQ2215491

Marco Pozza

Publication date: 13 December 2020

Published in: Nonlinear Analysis. Real World Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2007.06520

zbMATH Keywords

dynamic programming principlenonlinear Feynman-Kac formulaPucci's extremal operatorselliptic Dirichlet problem

Mathematics Subject Classification ID

Boundary value problems for second-order elliptic equations (35J25) Integral representations of solutions to PDEs (35C15) Viscosity solutions to PDEs (35D40)

Cites Work

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• User’s guide to viscosity solutions of second order partial differential equations
• Nonlinear Expectations and Stochastic Calculus under Uncertainty
• Some Recent Results on Equations Involving the Pucci’s Extremal Operators
• Existence Results for Nonproper Elliptic Equations Involving the Pucci Operator
• Stochastic Control Theory