• Corpus ID: 235265793

Asymptotic mean value formulas for parabolic nonlinear equations

@inproceedings{Blanc2021AsymptoticMV,
  title={Asymptotic mean value formulas for parabolic nonlinear equations},
  author={Pablo Blanc and Fernando Charro and Juan J. Manfredi and Julio D. Rossi},
  year={2021}
}
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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