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Vector- and operator-valued backward stochastic equations with finite-variation drivers and a maximum principle for singular stochastic control in infinite dimensions
We study a mixed regular--singular control problem for stochastic evolution equations in a Hilbert space with possibly unbounded random linear operators, a nonconvex regular-control domain, and a state-dependent singular coefficient. The singular control is an adapted nondecreasing càdlàg process wh
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