论文标题
粘度解决方案的代表性公式涉及PUCCI极端操作员的PDE问题
Representation Formula for Viscosity Solution to a PDE Problem involving Pucci's Extremal Operator
论文作者
论文摘要
我们为涉及Pucci的极端操作员的椭圆形的Dirichlet问题提供了粘度解决方案的表示公式。这是通过Denis，Hu和Peng（2010）得出的动态编程原则来完成的。该公式可以看作是Feynman-KAC公式的非线性扩展。
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, Hu and Peng (2010). The formula can be seen as a nonlinear extension of the Feynman-Kac formula.
