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Some remarks on the controllability of linear stochastic systems

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Indexed by:会议论文

Date of Publication:2015-07-28

Included Journals:EI、CPCI-S、Scopus

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.

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