Wednesday, December 9, 2020 - 12:15 in ZOOM - Video Conference
Singular HJB equations with applications to KPZ on the real line
A talk in the Bielefeld Stochastic Afternoon series by
Xicheng Zhang from Wuhan University
| Abstract: |
In this talk I will report a joint work with Rongchan Zhu and Xiangchan Zhu about singular HJB equations.
In this work we study 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 by Gubinelli-Imkeller-Perkowskii. By a new characterization of weighted Hölder 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 Hölder spaces is obtained without using Cole-Hopf's transformation.
Please contact stochana@math.uni-bielefeld.de for Meeting-ID and Password.
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