Equivalence of laws and null controllability for SPDEs driven by a fractional Brownian motion

DOI10.1007/S00030-012-0218-6MaRDI QIDQ2392236zbMATHOpenAlexFDO

Authors B. Maslowski, Jan van Neerven

Publication date 1 August 2013

Published in NoDEA. Nonlinear Differential Equations and Applications (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1203.1183

zbMATH Keywords

fractional Brownian motionnull controllabilitystochastic evolution equationequivalence of laws

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Stochastic integrals (60H05) Set functions and measures and integrals in infinite-dimensional spaces (Wiener measure, Gaussian measure, etc.) (28C20)

Abstract: We obtain necessary and sufficient conditions for equivalence of law for linear stochastic evolution equations driven by a general Gaussian noise by identifying the suitable space of controls for the corresponding deterministic control problem. This result is applied to semilinear (reaction-diffusion) equations driven by a fractional Brownian motion. We establish the equivalence of continuous dependence of laws of solutions to semilinear equations on the initial datum in the topology of pointwise convergence of measures and null controllability for the corresponding deterministic control problem.

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Cited in

(3)

• 2D Navier-Stokes equation with cylindrical fractional Brownian noise
• Law equivalence of Ornstein-Uhlenbeck processes driven by a Lévy process
• Stochastic evolution equations with Volterra noise

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