{
  "id": "2106.11671",
  "version": "v1",
  "published": "2021-06-22T10:57:26.000Z",
  "updated": "2021-06-22T10:57:26.000Z",
  "title": "Representation Formula for Viscosity Solutions to a class of Nonlinear Parabolic PDEs",
  "authors": [
    "Marco Pozza"
  ],
  "comment": "29 pages. arXiv admin note: text overlap with arXiv:1907.07104",
  "categories": [
    "math.AP"
  ],
  "abstract": "We provide a representation formula for viscosity solutions to a class of nonlinear second order parabolic PDEs given as a sup--envelope function. This is done through a dynamic programming principle derived from Denis, Hu, Peng (2010). The formula can be seen as a nonlinear extension of the Feynman--Kac formula and is based on the backward stochastic differential equations theory.",
  "revisions": [
    {
      "version": "v1",
      "updated": "2021-06-22T10:57:26.000Z"
    }
  ],
  "analyses": {
    "subjects": [
      "35K55",
      "60H30"
    ],
    "keywords": [
      "nonlinear parabolic pdes",
      "representation formula",
      "viscosity solutions",
      "stochastic differential equations theory",
      "nonlinear second order parabolic pdes"
    ],
    "note": {
      "typesetting": "TeX",
      "pages": 29,
      "language": "en",
      "license": "arXiv",
      "status": "editable"
    }
  }
}