A Kalman-type condition for stochastic approximate controllability |
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Institution: | Laboratoire de mathématiques, Unité CNRS UMR 6205, Université de Bretagne Occidentale, 6, avenue Victor-LeGorgeu, B.P. 809, 29285 Brest cedex, France |
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Abstract: | We are interested in the approximate controllability property for a linear stochastic differential equation. For deterministic control necessary and sufficient criterion exists and is called Kalman condition. In the stochastic framework criteria are already known either when the control fully acts on the noise coefficient or when there is no control acting on the noise. We propose a generalization of Kalman condition for the general case. To cite this article: D. Goreac, C. R. Acad. Sci. Paris, Ser. I 346 (2008). |
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