08-20【张希承】Zoom 天元基金几何与随机分析及其应用交叉讲座之169

发布者:卢珊珊发布时间:2020-08-16浏览次数:701


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).