Stochastic uniform observability of general linear differential equations

DOI10.1080/14689360802275773zbMath1155.93017OpenAlexW2045859955MaRDI QIDQ3543533

Viorica Mariela Ungureanu

Publication date: 4 December 2008

Published in: Dynamical Systems (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/14689360802275773

zbMATH Keywords

stochastic differential equationsmild solutionsevolution operatorsnuclear operatorscovariance operatorsstochastic uniform observabilityHilbert Schmidt spaces

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Nonlinear differential equations in abstract spaces (34G20) Observability (93B07) Ordinary differential equations and systems with randomness (34F05)

Related Items (2)

Optimal control for infinite dimensional stochastic differential equations with infinite Markov jumps and multiplicative noise ⋮ Optimal control of linear stochastic evolution equations in Hilbert spaces and uniform observability

Cites Work

• Semigroups of linear operators and applications to partial differential equations
• Quadratic control for linear periodic systems
• Lyapunov equations for time-varying linear systems
• Representations of mild solutions of time-varying linear stochastic equations and the exponential stability of periodic systems
• Quadratic Control for Linear Time-Varying Systems
• Optimal Control for an Infinite-Dimensional Periodic Problem under White Noise Perturbations
• Galerkin Approximation for Optimal Linear Filtering of Infinite-Dimensional Linear Systems
• On Optimal Stochastic Control of Discrete-Time Systems in Hilbert Space
• Stochastic observability and applications

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