Linear Backward Stochastic Differential Equations of Descriptor Type: Regular Systems

DOI10.1080/07362994.2013.741400zbMath1260.93148OpenAlexW2004572886MaRDI QIDQ4916405

Bujar Gashi, Athanasios A. Pantelous

Publication date: 22 April 2013

Published in: Stochastic Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/07362994.2013.741400

zbMATH Keywords

exact controllabilitydescriptor systemssolvabilityBSDEs

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Controllability (93B05) Stochastic functional-differential equations (34K50) Stochastic systems in control theory (general) (93E03) Matrix pencils (15A22)

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Controllability and observability of stochastic singular systems in Banach spaces, Impulse controllability and impulse observability of stochastic singular systems, Controllability and observability of stochastic implicit systems and stochastic GE-evolution operator, Stochastic minimum-energy control, Backward stochastic differential equations with unbounded generators, Mean-square admissibility for stochastic T-S fuzzy singular systems based on extended quadratic Lyapunov function approach, Linear stochastic degenerate Sobolev equations and applications^†, Exact observability and stability of stochastic implicit systems

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