Pablo Miguel Blanco Andrés, Fernando Charro Caballero, Juan José Manfredi , Julio Daniel Rossi
In this paper we characterize viscosity solutions to nonlinear parabolic equations (including parabolic Monge–Amp`ere 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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