Asymptotic mean value formulas for parabolic nonlinear equations

  title={Asymptotic mean value formulas for parabolic nonlinear equations},
  author={Pablo Blanc and Fernando Charro and Juan J. Manfredi and Julio D. Rossi},
  journal={Revista de la Uni{\'o}n Matem{\'a}tica Argentina},
In this paper we characterize viscosity solutions to nonlinear parabolic equations (including parabolic Monge-Ampère 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. 


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