MAXIMUM PRINCIPLE FOR SEMILINEAR STOCHASTIC EVOLUTION SYSTEMS
Citation：
Peng Shige,Hu Ying.MAXIMUM PRINCIPLE FOR SEMILINEAR STOCHASTIC EVOLUTION SYSTEMS[J].Chinese Annals of Mathematics B,1991,12(3):255~266
Page view： 889Net amount： 780
Authors：
Peng Shige; Hu Ying
Foundation：
Partially supported by Chinese National Science Foundation
Abstract：
A maximum principle is proved for semilinear stochastic evolution systems. The main contribution of this work is that in our problem, the infinitesimal generator of the semigroup of the systems need not to be elliptic. Ihis generalizes a result of A Bensoussau in 1983
