Singular HJB equations with applications to KPZ on the real line

DOI10.1007/S00440-022-01137-WzbMATH Open1500.60039arXiv2007.06783OpenAlexW3042370994MaRDI QIDQ2159252FDOQ2159252

Xiang-Chan Zhu, Xicheng Zhang, Rong-Chan Zhu

Publication date: 28 July 2022

Published in: Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete (Search for Journal in Brave)

Abstract: This paper is devoted to studying the Hamilton-Jacobi-Bellman equations with distribution-valued coefficients, which is not well-defined in the classical sense and shall be understood by using paracontrolled distribution method introduced in cite{GIP15}. By a new characterization of weighted H"older space and Zvonkin's transformation we prove some new a priori estimates, and therefore, establish the global well-posedness for singular HJB equations. As an application, the global well-posedness for KPZ equations on the real line in polynomial weighted H"older spaces is obtained without using Cole-Hopf's transformation. In particular, we solve the conjecture posed in cite[Remark 1.1]{PR18}.

Full work available at URL: https://arxiv.org/abs/2007.06783

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zbMATH Keywords

global well-posednessHamilton-Jacobi-Bellman equationsZvonkin's transformationparacontrolled distributionsKPZ equationssingular SPDEs

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) PDEs with randomness, stochastic partial differential equations (35R60)

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Cited In (7)

• Singular kinetic equations and applications
• Nonuniqueness in law of stochastic 3D Navier-Stokes equations
• Synchronisation for scalar conservation laws via Dirichlet boundary
• Surface quasi-geostrophic equation perturbed by derivatives of space-time white noise
• Large \(N\) limit of the \(O(N)\) linear sigma model in 3D
• On convex integration solutions to the surface quasi-geostrophic equation driven by generic additive noise
• Global existence and non-uniqueness for 3D Navier-Stokes equations with space-time white noise

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