Stochastic differential equations in infinite dimensional Hilbert space and its optimal control problem with Lévy processes

Stochastic differential equations in infinite dimensional Hilbert space and its optimal control problem with Lévy processes

The paper is concerned with a class of stochastic differential equations in infinite dimensional Hilbert space with random coefficients driven by Teugels martingales which are more general processes and the corresponding optimal control problems. Here Teugels martingales are a family of pairwise str...

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Bibliographic Details
Main Authors: Meijiao Wang, Qiuhong Shi, Maoning Tang, Qingxin Meng
Format: Article
Language:English
Published: AIMS Press 2022-01-01
Series:AIMS Mathematics
Subjects:
stochastic evolution equation
teugels martingales
optimal control
stochastic maximum principle
verification theorem
Online Access:https://www.aimspress.com/article/doi/10.3934/math.2022137?viewType=HTML

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https://www.aimspress.com/article/doi/10.3934/math.2022137?viewType=HTML

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