Singular HJB equations with applications to KPZ on the real line | |
Zhang, Xicheng1,2; Zhu, Rongchan2; Zhu, Xiangchan3 | |
刊名 | PROBABILITY THEORY AND RELATED FIELDS
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2022-05-13 | |
页码 | 81 |
关键词 | Singular SPDEs HJB equations KPZ equations Paracontrolled distributions Global well-posedness Zvonkin's transformation |
ISSN号 | 0178-8051 |
DOI | 10.1007/s00440-022-01137-w |
英文摘要 | This paper is devoted to studying Hamilton-Jacobi-Bellman equations with distribution-valued coefficients, which are not well-defined in the classical sense and are understood by using the paracontrolled distribution method introduced in (Gubinelli et al. in Forum Math Pi 3(6):1, 2015). By a new characterization of weighted Holder spaces and Zvonkin's transformation we prove some new a priori estimates, and therefore establish the global well-posedness for singular HJB equations. As applications, we obtain global well-posedness in polynomial weighted Holder spaces for KPZ type equations on the real line, as well as modified KPZ equations for which the Cole-Hopf transformation is not applicable. |
资助项目 | National Key R&D Program of China[2020YFA0712700] ; NSFC[11731009] ; NSFC[12131019] ; NSFC[11922103] ; NSFC[12090014] ; NSFC[11688101] ; key Lab of Random Complex Structures and Data Science, Youth Innovation Promotion Association, Chinese Academy of Science[2020003] ; DFG[CRC 1283] |
WOS研究方向 | Mathematics |
语种 | 英语 |
出版者 | SPRINGER HEIDELBERG |
WOS记录号 | WOS:000795193800002 |
内容类型 | 期刊论文 |
源URL | [http://ir.amss.ac.cn/handle/2S8OKBNM/61348] ![]() |
专题 | 中国科学院数学与系统科学研究院 |
通讯作者 | Zhu, Rongchan |
作者单位 | 1.Wuhan Univ, Sch Math & Stat, Wuhan 430072, Hubei, Peoples R China 2.Beijing Inst Technol, Dept Math, Beijing 100081, Peoples R China 3.Chinese Acad Sci, Acad Math & Syst Sci, Beijing 100190, Peoples R China |
推荐引用方式 GB/T 7714 | Zhang, Xicheng,Zhu, Rongchan,Zhu, Xiangchan. Singular HJB equations with applications to KPZ on the real line[J]. PROBABILITY THEORY AND RELATED FIELDS,2022:81. |
APA | Zhang, Xicheng,Zhu, Rongchan,&Zhu, Xiangchan.(2022).Singular HJB equations with applications to KPZ on the real line.PROBABILITY THEORY AND RELATED FIELDS,81. |
MLA | Zhang, Xicheng,et al."Singular HJB equations with applications to KPZ on the real line".PROBABILITY THEORY AND RELATED FIELDS (2022):81. |
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