Instruct: Identify the main and secondary category of Arxiv papers based on the titles and abstracts
Query: HJB equations with gradient constraint associated with controlled
  jump-diffusion processes   In this paper, we guarantee the existence and uniqueness (in the almost
everywhere sense) of the solution to a Hamilton-Jacobi-Bellman (HJB) equation
with gradient constraint and a partial integro-differential operator whose
L\'evy measure has bounded variation. This type of equation arises in a
singular control problem, where the state process is a multidimensional
jump-diffusion with jumps of finite variation and infinite activity. We verify,
by means of {\epsilon}-penalized controls, that the value function associated
with this problem satisfies the aforementioned HJB equation.

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The categories of this paper are: atom-ph
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The categories of this paper are: solv-int
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The categories of this paper are: hep-ph
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The categories of this paper are: math-ph
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The categories of this paper are: nucl-th
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The categories of this paper are: nlin
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The categories of this paper are: gr-qc
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The categories of this paper are: eess
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The categories of this paper are: econ
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The categories of this paper are: dg-ga
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The categories of this paper are: cond-mat
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The categories of this paper are: bayes-an
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The categories of this paper are: adap-org
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The categories of this paper are: quant-ph
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The categories of this paper are: q-bio
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The categories of this paper are: hep-th