Stochastic Well-posed Systems and Well-posedness of Some Stochastic Partial Differential Equations with Boundary Control and Observation

Published 8 Jan 2015 in math.OC | (1501.01737v2)

Abstract: We generalize the concept "well-posed linear system" to stochastic linear control systems and study some basic properties of such kind systems. Under our generalized definition, we show the well-posedness of the stochastic heat equation and the stochastic Schr\"odinger equation with suitable boundary control and observation operators, respectively.

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Authors (1)

Qi Lu

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