{
  "id": "1405.4454",
  "version": "v1",
  "published": "2014-05-18T02:57:18.000Z",
  "updated": "2014-05-18T02:57:18.000Z",
  "title": "Transposition Method for Backward Stochastic Evolution Equations Revisited, and Its Application",
  "authors": [
    "Qi Lu",
    "Xu Zhang"
  ],
  "categories": [
    "math.OC"
  ],
  "abstract": "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. L\\\"u and X. Zhang, Springer Briefs in Mathematics,Springer, New York, 2014, Theorem 9.1].",
  "revisions": [
    {
      "version": "v1",
      "updated": "2014-05-18T02:57:18.000Z"
    }
  ],
  "analyses": {
    "subjects": [
      "93E20"
    ],
    "keywords": [
      "transposition method",
      "application",
      "general pontryagin-type maximum principle",
      "operator-valued backward stochastic evolution equations"
    ],
    "note": {
      "typesetting": "TeX",
      "pages": 0,
      "language": "en",
      "license": "arXiv",
      "status": "editable",
      "adsabs": "2014arXiv1405.4454L"
    }
  }
}