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.
We obtain asymptotic mean value formulas for solutions of second-order elliptic equations. Our approach is very flexible and allows us to consider several families of operators obtained as an infimum, a supremum, or a combination of both infimum and supremum, of linear operators. We study both when the set of coefficients is bounded and unbounded (each case requires different techniques). The families of equations that we consider include well-known operators such as Pucci, Issacs, and $k-$Hessian operators.
We obtain an asymptotic representation formula for harmonic functions with respect to a linear anisotropic nonlocal operator. Furthermore we get a Bourgain-Brezis-Mironescu type limit formula for a related class of anisotropic nonlocal norms.
The aim of this paper is twofold. The first is to study the asymptotics of a parabolically scaled, continuous and space-time stationary in time version of the well-known Funaki-Spohn model in Statistical Physics. After a change of unknowns requiring the existence of a space-time stationary eternal solution of a stochastically perturbed heat equation, the problem transforms to the qualitative homogenization of a uniformly elliptic, space-time stationary, divergence form, nonlinear partial differential equation, the study of which is the second aim of the paper. An important step is the construction of correctors with the appropriate behavior at infinity.
We obtain Dini and Schauder type estimates for concave fully nonlinear nonlocal parabolic equations of order $sigmain (0,2)$ with rough and non-symmetric kernels, and drift terms. We also study such linear equations with only measurable coefficients in the time variable, and obtain Dini type estimates in the spacial variable. This is a continuation of the work [10, 11] by the first and last authors.
We study mean value properties of harmonic functions in metric measure spaces. The metric measure spaces we consider have a doubling measure and support a (1,1)- Poincare inequality. The notion of harmonicity is based on the Dirichlet form defined in terms of a Cheeger differentiable structure. By studying fine properties of the Green function on balls, we characterize harmonic functions in terms of a mean value property. As a consequence, we obtain a detailed description of Poisson kernels. We shall also obtain a Gauss-Green type formula for sets of finite perimeter which posses a Minkowski content characterization of the perimeter. For the Gauss-Green formula we introduce a suitable notion of the interior normal trace of a regular ball.