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20072026
most citedBounded solutions to backward SDE's with jumps for utility optimization and indifference hedging

130 citations · 130 across the 2 of their papers we have counts for

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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…