Data e ora inizio evento:
Data e ora fine evento:
Sede:
Dipartimento di Matematica Guido Castelnuovo, Sapienza Università di Roma
Aula:
Sala di Consiglio
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.