吉林大学学报（理学版）Issue(3)：467-470,4.DOI:10.13413/j.cnki.jdxblxb.2015.03.23
一类 Lévy 噪声驱动倒向随机偏微分方程的随机最大值原理
Stochastic Maximum Principle for a Class of Backward Stochastic Partial Equations Driven by Lévy Noises
摘要
Abstract
Using convex variation method and a duality technique,we studied stochastic optimal control problem for backward stochastic partial differential equations with abstract evolution form driven by Lévy noises,and obtained the maximum principle of this problem.关键词
Lévy 噪声/倒向随机偏微分方程/随机最大值原理Key words
Lévy noises/backward stochastic partial differential equations/stochastic maximum principle分类
数理科学引用本文复制引用
贾秀利,关丽红,闫龙..一类 Lévy 噪声驱动倒向随机偏微分方程的随机最大值原理[J].吉林大学学报（理学版）,2015,(3):467-470,4.基金项目
国家自然科学基金(批准号:11171130) （批准号:11171130）
