



























In this paper, we study the Cauchy problem for backward stochastic partial differential equations (BSPDEs) involving fractional Laplacian operator. Firstly, by employing the martingale representation theorem and the fractional heat kernel, we construct an explicit form of the solution for fractional BSPDEs with space invariant coefficients, thereby demonstrating the existence and uniqueness of strong solution. Then utilizing the freezing coefficients method as well as the continuation method, we establish Hölder estimates and well-posedness for general fractional BSPDEs with coefficients dependent on space-time variables. As an application, we use the fractional adjoint BSPDEs to investigate stochastic optimal control of the partially observed systems driven by $α$-stable Lévy processes.
此内容由惯性聚合(RSS阅读器)自动聚合整理,仅供阅读参考。 原文来自 — 版权归原作者所有。