Singular HJB equations with applications to KPZ on the real line

DOI10.1007/s00440-022-01137-wzbMath1500.60039arXiv2007.06783OpenAlexW3042370994MaRDI QIDQ2159252

Xiang Chan Zhu, Xicheng Zhang, Rong-Chan Zhu

Publication date: 28 July 2022

Published in: Probability Theory and Related Fields (Search for Journal in Brave)

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

zbMATH Keywords

Hamilton-Jacobi-Bellman equationsglobal well-posednessZvonkin'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)

Related Items (4)

Large \(N\) limit of the \(O(N)\) linear sigma model in 3D ⋮ Singular kinetic equations and applications ⋮ Nonuniqueness in law of stochastic 3D Navier-Stokes equations ⋮ Global existence and non-uniqueness for 3D Navier-Stokes equations with space-time white noise

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