倒向随机发展方程的转置方法及其应用
Transposition Method for Backward Stochastic Evolution Equations Revisited, and Its Application
摘要：
本文的主要目的是改进我们的转置方法，使之能同时求解具有一般过滤的向量值和算子值向后随机发展方程。作为应用，我们得到了无穷维随机发展方程最优控制的广义Pontryagin型最大值原理.特别地，我们放弃了[Q]中的技术假设。Lü和X. Zhang，Springer Briefs in Mathematics，Springer，New York，2014，Theorem 9.1]。
英文摘要：
The main purpose of this paper is to improve our transposition method to solve both vector-valued and operator-valued backward stochastic evolution equations with a general filtration. As its application, we obtain a general Pontryagin-type maximum principle for optimal controls of stochastic evolution equations in infinite dimensions. In 1articular, we drop the technical assumption appeared in [Q. Lü and X. Zhang, Springer Briefs in Mathematics,Springer, New York, 2014, Theorem 9.1].
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