Exact observability and stability of stochastic implicit systems (Q2059472)

The author of this paper studies the exact observability and stability of the stochastic implicit systems. He/she generalize the classical observability theory for linear stochastic control systems to the stochastic implicit systems. Some necessary and sufficient conditions for the exact observability ans stability of stochastic implicit systems are obtained. The key assumption of this paper is Assumption 2.1. With that assumption, the observability and stability problem of stochastic implicit systems can be reduced to the same problem for linear stochastic control systems.