| dc.contributor.author |
Oza, Priyank |
|
| dc.contributor.author |
Tyagi, Jagmohan |
|
| dc.coverage.spatial |
United Kingdom |
|
| dc.date.accessioned |
2025-03-28T15:38:35Z |
|
| dc.date.available |
2025-03-28T15:38:35Z |
|
| dc.date.issued |
2025-03 |
|
| dc.identifier.citation |
Oza, Priyank and Tyagi, Jagmohan, "Solution representation formula and Hopf lemma to Pucci's equation", Stochastic Analysis and Applications, DOI: 10.1080/07362994.2025.2471543, Mar. 2025. |
|
| dc.identifier.issn |
0736-2994 |
|
| dc.identifier.issn |
1532-9356 |
|
| dc.identifier.uri |
https://doi.org/10.1080/07362994.2025.2471543 |
|
| dc.identifier.uri |
https://repository.iitgn.ac.in/handle/123456789/11131 |
|
| dc.description.abstract |
We establish the existence of a viscosity subsolution along with its representation formula to the equation involving Pucci’s extremal operator ℳ+𝜆,Λ 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 ℳ−𝜆,Λ with zero-𝑡ℎ order term. Our approach is based on stochastic calculus and probabilistic methods. |
|
| dc.description.statementofresponsibility |
by Priyank Oza and Jagmohan Tyagi |
|
| dc.language.iso |
en_US |
|
| dc.publisher |
Taylor and Francis |
|
| dc.subject |
Pucci's extremal operator |
|
| dc.subject |
Viscosity solution |
|
| dc.subject |
Dirichlet boundary value problem |
|
| dc.subject |
Probabilistic methods |
|
| dc.subject |
Hopf lemma |
|
| dc.title |
Solution representation formula and Hopf lemma to Pucci's equation |
|
| dc.type |
Article |
|
| dc.relation.journal |
Stochastic Analysis and Applications |
|