In this paper the pathwise stabilizability of a linear infinite dimensional stochastic differential equation through anticipative controls is studied under some commutativity assumptions. The generalization of the deterministic Hautus condition is given and it is applied to a concrete parabolic SPDE
Tessitore, G. (1994). Hautus condition for the pathwise stabilizability of an infinite-dimensional stochastic system. STOCHASTIC ANALYSIS AND APPLICATIONS, 12(5), 617-637 [10.1080/07362999408809376].
Hautus condition for the pathwise stabilizability of an infinite-dimensional stochastic system
Tessitore, G.
1994
Abstract
In this paper the pathwise stabilizability of a linear infinite dimensional stochastic differential equation through anticipative controls is studied under some commutativity assumptions. The generalization of the deterministic Hautus condition is given and it is applied to a concrete parabolic SPDE
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