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math.OC2016
Observability Inequality of Backward Stochastic Heat Equations for Measurable Sets and Its Applications
Donghui Yang, Jie Zhong
This paper aims to provide directly the observability inequality of backward stochastic heat equations for measurable sets. As an immediate application, the null controllability of…
math.OC2016
Exact Controllability of Linear Stochastic Differential Equations and Related Problems
Yanqing Wang, Donghui Yang, Jiongmin Yong +1
A notion of -exact controllability is introduced for linear controlled (forward) stochastic differential equations, for which several sufficient conditions are established. Fu…