Stochastic Well-posed Systems and Well-posedness of Some Stochastic Partial Differential Equations with Boundary Control and Observation
Optimization and Control
2015-07-07 v2
Abstract
We generalize the concept "well-posed linear system" to stochastic linear control systems and study some basic properties of such kind systems. Under our generalized definition, we show the well-posedness of the stochastic heat equation and the stochastic Schr\"odinger equation with suitable boundary control and observation operators, respectively.
Keywords
Cite
@article{arxiv.1501.01737,
title = {Stochastic Well-posed Systems and Well-posedness of Some Stochastic Partial Differential Equations with Boundary Control and Observation},
author = {Qi Lu},
journal= {arXiv preprint arXiv:1501.01737},
year = {2015}
}
Comments
Some misprints are revised