Abstract
In this paper we are concerned with stochastic control problems of the following kind. Let Y(t) be a d’-dimensional Brownian motion defined on a probability space (Ω, F, Ft, P) and u(t) an admissible control. We consider the Cauchy problem of stochastic partial differential equations (SPDE in short)where L(y, u) is the 2nd order elliptic differential operator and M(y) the 1st order differential operator.
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