Solution representation formula and Hopf lemma to Pucci’s equation
Source
Stochastic Analysis and Applications
ISSN
07362994
Date Issued
2025-01-01
Author(s)
Oza, Priyank
Abstract
Abstract.: We establish the existence of a viscosity subsolution along with its representation formula to the equation involving Pucci’s extremal operator (Formula presented.) with zero-th order term. We use a method based on a dynamic programming principle presented by Denis et-al. (Potential Analysis, 34(2), (2010), 139–161). As an application of our solution representation formula, we prove the Hopf lemma for (Formula presented.) with zero-th order term. Our approach is based on stochastic calculus and probabilistic methods.
Subjects
Dirichlet boundary value problem | Hopf lemma | probabilistic methods | Pucci’s extremal operator | viscosity solution
