MAXIMUM PRINCIPLE FOR SEMILINEAR STOCHASTIC EVOLUTION SYSTEMS

被引:1
作者
彭实戈
胡瑛
机构
[1] Institute of Mathematics Fudan University Shanghai China.
[2] Institute of Mathematics Fudan University Shanghai China.
基金
美国国家科学基金会;
关键词
MAXIMUM PRINCIPLE FOR SEMILINEAR STOCHASTIC EVOLUTION SYSTEMS; der; 一几;
D O I
暂无
中图分类号
学科分类号
摘要
A maximum principle is proved for semilinear stochastic evolution systems. The main contribution of this work is that in our problem, the infinitesimal generator of the semigroup of the systems need not to be elliptic. This generalizes a result of A. Bensoussan in 1983.
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页码:255 / 266
页数:12
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