Solution representation formula and Hopf lemma to Pucci’s equation
We establish the existence of a viscosity subsolution along with its representation formula to the equation involving Pucci’s extremal operator Mλ,Λ+ with zero-𝑡ℎ order term. We use a method based on a <i>dynamic programming principle</i> presented by Denis et al. (Potential Analysis, <b>34</b>(2), (2010), 139–161). As an application of our solution representation formula, we prove the Hopf lemma for Mλ,Λ− with zero-𝑡ℎ order term. Our approach is based on stochastic calculus and probabilistic methods.
Publication Details
- Journal
- Figshare
- Published
- 2025-01-01
- DOI
- https://doi.org/10.6084/m9.figshare.28612987
- Primary Topic
- Stochastic processes and financial applications
- Type
- article
- Field-Weighted Citation Impact
- 0.00