2 papers
math.PR2026
Viscosity Solutions for Singular HJB Equations: BSDE Representations and Stochastic Control
Dirk Becherer, Nicolas Perkowski, Yuchen Sun +1
We introduce a notion of viscosity solution for Hamilton--Jacobi--Bellman (HJB) equations with distributional drift, based on paracontrolled test functions and related through a Zv…
math.PR2025
Coming up from for KPZ via stochastic control
Nicolas Perkowski, Carlos Villanueva Mariz
We derive a lower bound, independent of the initial condition, for the solution of the KPZ equation on the torus through its representation as the value function of a (conditional)…