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Yu-Chen Sun

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Preprint Sep 2026

Viscosity Solutions for Singular HJB Equations: BSDE Representations and Stochastic Control

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 Zvonkin transformation to classical viscosity theory. The equations considered are of the form \[ \left(\partial_t+\frac12\Delta+b\cdot\nabla\...

Dirk Becherer, Nicolas Perkowski, Yu-Chen Sun et al. · 0 citations

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