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Singular HJB equations with applications to KPZ on the real line

文献类型：期刊论文

作者Zhang, Xicheng1,2; Zhu, Rongchan2; Zhu, Xiangchan3
刊名PROBABILITY THEORY AND RELATED FIELDS
出版日期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
DOI10.1007/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
WOS记录号WOS:000795193800002
出版者SPRINGER HEIDELBERG
源URL[http://ir.amss.ac.cn/handle/2S8OKBNM/61348]  
专题应用数学研究所
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.

入库方式： OAI收割

来源：数学与系统科学研究院

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