基金The China Scholarship Council,the National Basic Research Program(2009CB219301) of China(973) in partthe National Public Benefit Scientific Research Foundation(201011078) of China+2 种基金the National Innovation Research Project for Exploration and Development of Oil Shale(OSP-02 and OSR-02)the NSF(41304087,11071026,61133011,61170092,60973088,61202308,11001100,11171131 and 11026043) of Chinathe Basic Research Foundation of Jilin University in 2012
文摘In this paper, we have studied the necessary maximum principle of stochastic optimal control problem with delay and jump diffusion.
