Abstract
In this paper we characterize viscosity solutions to nonlinear parabolic equations (including parabolic Monge-Ampere equations) by asymptotic mean value formulas. Our asymptotic mean value formulas can be interpreted from a probabilistic point of view in terms of Dynamic Programming Principles for certain two-player, zero-sum games.
Talk to us
Join us for a 30 min session where you can share your feedback and ask us any queries you have