화학공학소재연구정보센터
SIAM Journal on Control and Optimization, Vol.53, No.6, 3457-3482, 2015
STOCHASTIC WELL-POSED SYSTEMS AND WELL-POSEDNESS OF SOME STOCHASTIC PARTIAL DIFFERENTIAL EQUATIONS WITH BOUNDARY CONTROL AND OBSERVATION
We generalize the concept "well-posed linear system" to stochastic linear control systems and study some basic properties of such kinds of systems. Under our generalized definition, we show the well-posedness of the stochastic heat equation and the stochastic Schrodinger equation with suitable boundary control and observation operators, respectively.