Equivalence of laws and null controllability for SPDEs driven by a fractional Brownian motion (Q2392236): Difference between revisions

The authors deal with the equivalence of laws for stochastic evolution equations \[ dX(t) = A X(t) \, dt + B \, dW, \quad X(0) = x_0, \] on a time interval \([0,T]\), where the state space \(E\) is a real separable Hilbert space and \(W\) is an \(\mathcal{H}\)-isonormal process on some real Hilbert space \(\mathcal{H}\). Under suitable conditions, they show that for all \(x_0 \in E\) the laws of the solutions are mutually absolutely continuous if and only if for all \(x_0 \in E\) the problem \[ x' = Ax + Bf, \quad x(0) = x_0, \] is null controllable in time \(T\) with a control \(f \in \mathcal{H}^*\). They apply this result to fractional Ornstein-Uhlenbeck processes, and, as another application, they prove the strong Feller property for stochastic semilinear equations with additive fractional noise.