Abstract
Suppose the density Y(t, x) of a fish population at time \(t \in [0,T]\) and at the point \(x \in D \subset \mathbb {R}^n\) (where D is a given open set) is modeled by a stochastic partial differential equation (SPDE for short) of the form
where we assume that \(\zeta \ge -1 + \varepsilon \) a.s. \(\nu ({\mathrm {d}}\zeta )\) for some constant \(\varepsilon > 0\). The boundary conditions are:
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Øksendal, B., Sulem, A. (2019). Optimal Control of Stochastic Partial Differential Equations and Partial (Noisy) Observation Control. In: Applied Stochastic Control of Jump Diffusions. Universitext. Springer, Cham. https://doi.org/10.1007/978-3-030-02781-0_13
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DOI: https://doi.org/10.1007/978-3-030-02781-0_13
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