A characterization of approximately controllable linear stochastic differential equations

MaRDI QIDQ3375696zbMATH OpenFDO

Authors Rainer Buckdahn, Marc Quincampoix, Gianmario Tessitore

Publication date 16 March 2006

zbMATH Keywords

approximate controllabilitylinear stochastic differential equationsdual stochastic equations

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Controllability (93B05) Linear systems in control theory (93C05)

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