报告题目:Singular HJB equations with applications to KPZ on the real line
报告人:张希承 武汉大学
报告时间:8月20日 周四 15:00
报告地点:Zoom ID: 2571159792
摘要:
This paper is devoted to studying the Hamilton-Jacobi-Bellman equations with distribution-valued coefficients, which is not well-defined in the classical sense and shall be understood by using paracontrolled distribution method introduced in GIP [15]. By a new characterization of weighted H\older space and Zvonkin's transformation we prove some new a priori estimates, and therefore, establish the global well-posedness for singular HJB equations. As an application, the global well-posedness for KPZ equations on the real line in polynomial weighted H\older spaces is obtained without using Cole-Hopf's transformation. In particular, we solve the conjecture posed in PR18. (This is a joint work with Rongchan Zhu and Xiangchan Zhu).