Some remarks on the controllability of linear stochastic systems
Release Time:2019-03-11 Hits:
Indexed by: Conference Paper
Date of Publication: 2015-07-28
Included Journals: Scopus、CPCI-S、EI
Volume: 2015-September
Page Number: 598-601
Key Words: linear systems; null controllability; backward stochastic systems; adjoint technique
Abstract: This paper studies the controllability of abstract linear stochastic systems in Hilbert spaces. We consider the adjoint technique and backward stochastic systems, based on which sufficient and necessary conditions are provided for the controllability.