Singular HJB equations with applications to KPZ on the real line
This paper focuses on the Hamilton-Jacobi-Bellman equations with distribution valued coefficients, which are not well defined in the classical sense and are understood by using the para-controlled distribution method. By a new characterization of weighted Hölder spaces and Zvonkin's transformation, some new a priori estimates, and the global well-posedness for singular HJB equations are proved. As applications, by using PDE arguments and para-controlled distributions, the authors also investigate the global well-posedness in polynomial weighted Hölder spaces for KPZ type equations on the real line, as well as modified KPZ equations for which the Cole-Hopf transformation is not applicable.
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