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Null controllability of an infinite dimensional SDE with state- and control-dependent noise

✍ Scribed by Mihai Sı̂rbu; Gianmario Tessitore

Publisher
Elsevier Science
Year
2001
Tongue
English
Weight
129 KB
Volume
44
Category
Article
ISSN
0167-6911

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✦ Synopsis

We consider a controlled stochastic linear di erential equation with state-and control-dependent noise in a Hilbert space H . We investigate the relation between the null controllability of the equation and the existence of the solution of "singular" Riccati operator equations. Moreover, for a ÿxed interval of time, the null controllability is characterized in terms of the dual state. Examples of stochastic PDEs are also considered.

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