Representation formula for viscosity solution to a PDE problem involving Pucci's extremal operator. (February 2021)
- Record Type:
- Journal Article
- Title:
- Representation formula for viscosity solution to a PDE problem involving Pucci's extremal operator. (February 2021)
- Main Title:
- Representation formula for viscosity solution to a PDE problem involving Pucci's extremal operator
- Authors:
- Pozza, Marco
- Abstract:
- Abstract: 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.
- Is Part Of:
- Nonlinear analysis. Volume 57(2021)
- Journal:
- Nonlinear analysis
- Issue:
- Volume 57(2021)
- Issue Display:
- Volume 57, Issue 2021 (2021)
- Year:
- 2021
- Volume:
- 57
- Issue:
- 2021
- Issue Sort Value:
- 2021-0057-2021-0000
- Page Start:
- Page End:
- Publication Date:
- 2021-02
- Subjects:
- Nonlinear Feynman–Kac formula -- Pucci's extremal operators -- Viscosity solutions -- Dynamic programming principle
Nonlinear functional analysis -- Periodicals
Analyse fonctionnelle non linéaire -- Périodiques
Nonlinear functional analysis
Periodicals
515.7248 - Journal URLs:
- http://www.sciencedirect.com/science/journal/14681218 ↗
http://www.elsevier.com/journals ↗ - DOI:
- 10.1016/j.nonrwa.2020.103199 ↗
- Languages:
- English
- ISSNs:
- 1468-1218
- Deposit Type:
- Legaldeposit
- View Content:
- Available online (eLD content is only available in our Reading Rooms) ↗
- Physical Locations:
- British Library DSC - 6117.315200
British Library DSC - BLDSS-3PM
British Library HMNTS - ELD Digital store - Ingest File:
- 25440.xml