Linearization of controlled stochastic evolution systems in a Hilbert space (Q923028)

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scientific article; zbMATH DE number 4170794
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    Linearization of controlled stochastic evolution systems in a Hilbert space
    scientific article; zbMATH DE number 4170794

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      Linearization of controlled stochastic evolution systems in a Hilbert space (English)
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      1990
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      The paper deals with control systems governed by nonlinear evolution stochastic differential equations (in the sense of N. Krylov and B. Rozovskii) in a Hilbert space. It is shown that in a small neighbourhood of zero the nonlinear problem can be approximated by another one which is linear or quadratic. Related topics are discussed.
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      nonlinear evolution stochastic differential equations
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