Linearization of controlled stochastic evolution systems in a Hilbert space (Q923028)
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| Language | Label | Description | Also known as |
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| English | Linearization of controlled stochastic evolution systems in a Hilbert space |
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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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