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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
Rough backward SDEs with discontinuous Young drivers
Dirk Becherer, Yuchen Sun
We study solutions to backward differential equations that are driven hybridly by a deterministic discontinuous rough path of finite -variation for and by Bro…