Representation Formula for Viscosity Solutions to Parabolic PDEs with Sublinear Operators

We provide a representation formula for viscosity solutions to a class of nonlinear second order parabolic PDE problem involving sublinear operators. This is done through a dynamic programming principle derived from [8]. The formula can be seen as a nonlinear extension of the Feynman–Kac formula and is based on the backward stochastic differential equations theory.