Existence and regularity results for viscous Hamilton–Jacobi equations with Caputo time-fractional derivative

We study existence, uniqueness and regularity properties of classical solutions to viscous Hamilton–Jacobi equations with Caputo time-fractional derivative. Our study relies on a combination of a gradient bound for the time-fractional Hamilton–Jacobi equation obtained via nonlinear adjoint method and sharp estimates in Sobolev and Hölder spaces for the corresponding linear problem.