| Abstract: |
| We prove the existence and uniqueness of strong solution to backward stochastic partial differential equations (BSPDEs for short) with conormal boundary conditions in high dimensional case. We apply our results to the linear-quadratic optimal control problems for stochastic partial differential equations (SPDEs for short) and obtain a maximum principle of Pontryagin`s type. This is a joint work with Jinniao Qiu (University of Calgary, Canada) and Xue Yang (Tianjin University, China). |
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