Existence and uniqueness of results of fully coupled infinite dimensions forward-backward stochastic evolution equation (FBSEE in short) with an arbitrarily time duration are obtained by continuation method and continuous dependence theorem of FBSEE under some monotonicity condition on coefficients. Then, we develop a local maximum principle for a general infinite dimensions stochastic optimal control problem driven by FBSEE with a convex control domain with convex variational method.
南方科技大学数学系微信公众号
© 2015 All Rights Reserved. 粤ICP备14051456号
Address: No 1088,xueyuan Rd., Xili, Nanshan District,Shenzhen,Guangdong,China 518055 Tel: +86-755-8801 0000