Top-level heading

A representation formula for viscosity solutions to PDE problems with sublinear operators

Categoria
Seminari di Analisi Matematica
Data e ora inizio evento
Data e ora fine evento
Aula
Sala di Consiglio
Sede

Dipartimento di Matematica Guido Castelnuovo, Sapienza Università di Roma

Speaker

Marco Pozza (Sapienza Università di Roma)

We provide a representation formula for viscosity solutions to a nonlinear second order parabolic PDE problem with sublinear operators. This is done through a dynamic programming principle which is a generalization of the one given by Denis, Hu and Peng. It can be seen as a nonlinear extension of the Feynman-Kac formula.