Uniqueness to elliptic and parabolic Hamilton–Jacobi–Bellman equations with non-smooth boundary

In the framework of viscosity solutions, we give an extension of the strong comparison result for Hamilton–Jacobi–Bellman (HJB) equations with Dirichlet boundary conditions to the case of some non-smooth domains. In particular, it may be applied to parabolic problems on cylindrical domains. To cite this article: S. Chaumont, C. R. Acad. Sci. Paris, Ser. I 339 (2004).