On the well-posedness of a Hamilton-Jacobi-Bellman equation with transport noise

Neeraj Bhauryal, Ana Bela Cruzeiro, Carlos Oliveira

In this paper we consider the following non-linear stochastic partial differential equation (SPDE): \begin{align*} \begin{cases} \mathrm{d}u(s,x)=\sum^n_{i=1} \mathscr{L}_i u(s,x)\…