Displaying similar documents to “Global Carleman estimate for stochastic parabolic equations, and its application”

Null-controllability of some systems of parabolic type by one control force

Farid Ammar Khodja, Assia Benabdallah, Cédric Dupaix, Ilya Kostin (2010)

ESAIM: Control, Optimisation and Calculus of Variations

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We study the null controllability by one control force of some linear systems of parabolic type. We give sufficient conditions for the null controllability property to be true and, in an abstract setting, we prove that it is not always possible to control.

Existence and uniqueness to the Cauchy problem for linear and semilinear parabolic equations with local conditions

Gerardo Rubio (2011)

ESAIM: Proceedings

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We consider the Cauchy problem in ℝ d for a class of semilinear parabolic partial differential equations that arises in some stochastic control problems. We assume that the coefficients are unbounded and locally Lipschitz, not necessarily differentiable, with continuous data and local uniform ellipticity. We construct a classical solution by approximation with linear parabolic...

Da Prato-Zabczyk's maximal inequality revisited. I.

Jan Seidler (1993)

Mathematica Bohemica

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Existence, uniqueness and regularity of mild solutions to semilinear nonautonomous stochastic parabolic equations with locally lipschitzian nonlinear terms is investigated. The adopted approach is based on the factorization method due to Da Prato, Kwapień and Zabczyk.

Approximate Controllability of linear parabolic equations in perforated domains

Patrizia Donato, Aïssam Nabil (2010)

ESAIM: Control, Optimisation and Calculus of Variations

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In this paper we consider an approximate controllability problem for linear parabolic equations with rapidly oscillating coefficients in a periodically perforated domain. The holes are -periodic and of size . We show that, as ε → 0, the approximate control and the corresponding solution converge respectively to the approximate control and to the solution of the homogenized problem. In the limit problem, the approximation of the final state is alterated by a constant which depends on...

Controllability of nonlinear impulsive Ito type stochastic systems

Rathinasamy Sakthivel (2009)

International Journal of Applied Mathematics and Computer Science

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In this article, we consider finite dimensional dynamical control systems described by nonlinear impulsive Ito type stochastic integrodifferential equations. Necessary and sufficient conditions for complete controllability of nonlinear impulsive stochastic systems are formulated and proved under the natural assumption that the corresponding linear system is appropriately controllable. A fixed point approach is employed for achieving the required result.