Equivalence of laws and null controllability for SPDEs driven by a fractional Brownian motion

被引:3
|
作者
Maslowski, Bohdan [1 ]
van Neerven, Jan [2 ]
机构
[1] Charles Univ Prague, Fac Math & Phys, Prague 18675 8, Czech Republic
[2] Delft Univ Technol, Delft Inst Appl Math, NL-2600 GA Delft, Netherlands
关键词
Equivalence of laws; Null controllability; Fractional Brownian motion; Stochastic evolution equations; STOCHASTIC-EQUATIONS; INTEGRATION; BEHAVIOR;
D O I
10.1007/s00030-012-0218-6
中图分类号
O29 [应用数学];
学科分类号
070104 ;
摘要
We obtain necessary and sufficient conditions for equivalence of law for linear stochastic evolution equations driven by a general Gaussian noise by identifying the suitable space of controls for the corresponding deterministic control problem. This result is applied to semilinear (reaction-diffusion) equations driven by a fractional Brownian motion. We establish the equivalence of continuous dependence of laws of solutions to semilinear equations on the initial datum in the topology of pointwise convergence of measures and null controllability for the corresponding deterministic control problem.
引用
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页码:1473 / 1498
页数:26
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