Approximate controllability of backward stochastic evolution equations in Hilbert spaces
The authors examine the approximate controllability of the semilinear backward stochastic evolution equations (BSEEs) \[ \left\{\begin{aligned} dx(t)&= -[Ax(t) + Bu(t, x, y) +f(t, x(t), y(t))]dt -y(t) dw(t),\quad t\in [0,T],\\ x(T)&=\xi\in L^2(\Omega,\mathfrak F_T,X), \end{aligned}\right. \] where \((\Omega,\mathfrak F_T,\mathbf P)\) is a probability space together with a normal filtration \(\mathfrak F_T\), \(0 \leq t\leq T\), \(A\) generates a strongly continuous semigroup of bounded linear operators \(\{S(t), t \in [0, T]\}\), \(B\) is a bounded linear operator from the Hilbert space \(U\) into \(X\), \(w\) is a \(\mathcal Q\)-Wiener process on \((\Omega,\mathfrak F_T,\mathbf P)\) with the linear bounded covariance operator \(\mathcal Q\) such that tr\(\,\mathcal Q <\infty\), \(f: [0, T]\times X \times L^0_2 \to X\) and the control \(u\in L^2_{\mathfrak F}([0, T], U)\). The main objective of this paper is to derive conditions for the approximate controllability of a semilinear BSEE with non-Lipschitz coefficient. The authors prove existence and uniqueness of solutions to BSEEs arising in the stochastic controllability theory under the Lipschitz condition and consider the same problem with non-Lipschitz coefficient. Then the authors prove the approximate controllability of BSEEs assuming that the corresponding deterministic system is approximately controllable and, finally, give an example of a partial differential system.
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