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The non-exponential Schilder-type theorem in Backhoff-Veraguas, Lacker and Tangpi [Ann. Appl. Probab., 30 (2020), pp. 1321-1367] is expressed as a convergence result for path-dependent partial differential equations with appropriate notions of generalized solutions. This entails a non-Markovian counterpart to the vanishing viscosity method. We show uniqueness of maximal subsolutions for path-dependent viscous Hamilton-Jacobi equations related to convex super-quadratic backward stochastic differential equations. We establish well-posedness for the Hamilton-Jacobi-Bellman equation associated to a Bolza problem of the calculus of variations with path-dependent terminal cost. In particular, uniqueness among lower semi-continuous solutions holds and state constraints are admitted.
We prove existence and uniqueness of Crandall-Lions viscosity solutions of Hamilton-Jacobi-Bellman equations in the space of continuous paths, associated to the optimal control of path-dependent SDEs. This seems the first uniqueness result in such a
Sharp temporal decay estimates are established for the gradient and time derivative of solutions to a viscous Hamilton-Jacobi equation as well the associated Hamilton-Jacobi equation. Special care is given to the dependence of the estimates on the vi
We investigate the convergence rate in the vanishing viscosity process of the solutions to the subquadratic state-constraint Hamilton-Jacobi equations. We give two different proofs of the fact that, for nonnegative Lipschitz data that vanish on the b
For the discounted Hamilton-Jacobi equation,$$lambda u+H(x,d_x u)=0, x in M, $$we construct $C^{1,1}$ subsolutions which are indeed solutions on the projected Aubry set. The smoothness of such subsolutions can be improved under additional hyperbolic
We prove that if a sequence of pairs of smooth commuting Hamiltonians converge in the $C^0$ topology to a pair of smooth Hamiltonians, these commute. This allows us define the notion of commuting continuous Hamiltonians. As an application we extend s