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• W2506878427 abstract "This paper studies an infinite dimensional controlled stochastic evolution equation. The equation is driven by a continuous martingale in a separable Hilbert space and a time-dependent unbounded linear operator A(t),t≥ 0. We derive a maximum principle for this system by using the corresponding adjoint backward stochastic partial differential equation. Mathematics Subject Classification: Primary 60H10; 60H15; 93E20 Secondary 35B50; 60G44" @default.
• W2506878427 created "2016-08-23" @default.
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• W2506878427 date "2010-01-01" @default.
• W2506878427 modified "2023-09-27" @default.
• W2506878427 title "Maximum Principle for Controlled Stochastic Evolution Equations" @default.
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