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

被引：0
|
作者：
Bohdan Maslowski
Jan van Neerven
机构：
[1] Charles University in Prague,Faculty of Mathematics and Physics
[2] Delft University of Technology,Delft Institute of Applied Mathematics
来源：
Nonlinear Differential Equations and Applications NoDEA | 2013年 / 20卷
关键词：
Primary 60H15; Secondary 60H05; 28C20; Equivalence of laws; Null controllability; Fractional Brownian motion; Stochastic evolution equations;
D O I：
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中图分类号：
学科分类号：
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.
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页码：1473 / 1498
页数：25
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