A framework using Hida-Malliavin calculus shows that adjoints for delayed stochastic Volterra equations satisfy anticipated backward stochastic Volterra integral equations, yielding necessary and sufficient stochastic maximum principles.
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Proposes a revised definition of mild solutions for impulsive fractional evolution equations by substituting the impulse operator with a product involving the inverse of the fractional solution operator.
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New approach to optimal control of delayed stochastic Volterra integral equations
A framework using Hida-Malliavin calculus shows that adjoints for delayed stochastic Volterra equations satisfy anticipated backward stochastic Volterra integral equations, yielding necessary and sufficient stochastic maximum principles.
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A new study on the mild solution for impulsive fractional evolution equations
Proposes a revised definition of mild solutions for impulsive fractional evolution equations by substituting the impulse operator with a product involving the inverse of the fractional solution operator.