Singular HJB equations with applications to KPZ on the real line
type: Item
instance of: scholarly article
title: Singular HJB equations with applications to KPZ on the real line
zbMATH Open document ID: 1500.60039
author: Xicheng Zhang
author: Xiang-Chan Zhu
author: Rong-Chan Zhu
publication date: 2022-07-28T00:00:00Z
full work available at URL: https://arxiv.org/abs/2007.06783
review text: 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.
reviewed by: Jing Cui
Mathematics Subject Classification ID: 60H15
Mathematics Subject Classification ID: 35R60
zbMATH DE Number: 7565232
zbMATH Keywords: singular SPDEs
zbMATH Keywords: Hamilton-Jacobi-Bellman equations
zbMATH Keywords: KPZ equations
zbMATH Keywords: paracontrolled distributions
zbMATH Keywords: global well-posedness
zbMATH Keywords: Zvonkin's transformation
MaRDI profile type: MaRDI publication profile
OpenAlex ID: W3042370994
arXiv ID: 2007.06783
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DOI: 10.1007/S00440-022-01137-W
published in: Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete