{"paper":{"title":"Stochastic Evolution Equation Driven by Teugels Martingale and Its Optimal Control","license":"http://creativecommons.org/publicdomain/zero/1.0/","headline":"","cross_cats":[],"primary_cat":"math.PR","authors_text":"Maoning Tang, Qingxin Meng, Qiuhong Shi","submitted_at":"2017-07-26T06:53:17Z","abstract_excerpt":"The paper is concerned with a class of stochastic evolution equations in Hilbert space with random coefficients driven by Teugel's martingales and an independent multi-dimensional Brownian motion and its optimal control problem. Here Teugels martingales are a family of pairwise strongly orthonormal martingales associated with L\\'evy processes (see Nualart and Schoutens).\n  There are three major ingredients. The first is to prove the existence and uniqueness of the solutions by continuous dependence theorem of solutions combining with the parameter extension method. The second is to establish t"},"claims":{"count":0,"items":[],"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"source":{"id":"1707.08889","kind":"arxiv","version":1},"verdict":{"id":null,"model_set":{},"created_at":null,"strongest_claim":"","one_line_summary":"","pipeline_version":null,"weakest_assumption":"","pith_extraction_headline":""},"references":{"count":0,"sample":[],"resolved_work":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57","internal_anchors":0},"formal_canon":{"evidence_count":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"author_claims":{"count":0,"strong_count":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"builder_version":"pith-number-builder-2026-05-17-v1"}