Representation formula for viscosity solution to a PDE problem involving Pucci's extremal operator (Q2215491)
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English | Representation formula for viscosity solution to a PDE problem involving Pucci's extremal operator |
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Representation formula for viscosity solution to a PDE problem involving Pucci's extremal operator (English)
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13 December 2020
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nonlinear Feynman-Kac formula
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Pucci's extremal operators
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dynamic programming principle
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elliptic Dirichlet problem
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