Maximum principle for semilinear stochastic evolution systems (Q1192375)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Maximum principle for semilinear stochastic evolution systems |
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Maximum principle for semilinear stochastic evolution systems (English)
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27 September 1992
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The present extends Bensoussan's maximum principle for distributed parameter systems. More precisely, it treats the case where the infinitesimal generator of the system semigroup needs not to be elliptic and overcomes the fact that Ito's formula is then no longer valid turning to a procedure based on a stochastic version of Fubini's theorem.
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Bensoussan's maximum principle
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distributed parameter systems
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