Stochastic Well-posed Systems and Well-posedness of Some Stochastic Partial Differential Equations with Boundary Control and Observation

preprint2015arXivOpen access

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 Schrödinger equation with suitable boundary control and observation operators, respectively.

Explore this paper’s authors, topics and related work.

Building this map preview

BZPEER is loading the nearby papers, people, topics and institutions for this page.

Reviews 0

Write a reviewWrite

No reviews yet.

Discussion 0

Add a commentWrite

No comments yet.