Equivalence of laws and null controllability for SPDEs driven by a fractional Brownian motion

We obtain necessary and sufficient conditions for equivalence of law for linear stochastic evolution equations driven by a general Gaussian noise by identifying the suitable space of controls for the corresponding deterministic control problem. This result is applied to semilinear (reaction-diffusio...

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Veröffentlicht in:Nonlinear differential equations and applications 2013-08, Vol.20 (4), p.1473-1498
Hauptverfasser: Maslowski, Bohdan, van Neerven, Jan
Format: Artikel
Sprache:eng
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Zusammenfassung:We obtain necessary and sufficient conditions for equivalence of law for linear stochastic evolution equations driven by a general Gaussian noise by identifying the suitable space of controls for the corresponding deterministic control problem. This result is applied to semilinear (reaction-diffusion) equations driven by a fractional Brownian motion. We establish the equivalence of continuous dependence of laws of solutions to semilinear equations on the initial datum in the topology of pointwise convergence of measures and null controllability for the corresponding deterministic control problem.
ISSN:1021-9722
1420-9004
DOI:10.1007/s00030-012-0218-6