Null Controllability for Some Systems of Two Backward Stochastic Heat Equations with One Control Force

Citation:

Hongheng LI,Qi Lü.Null Controllability for Some Systems of Two Backward Stochastic Heat Equations with One Control Force[J].Chinese Annals of Mathematics B,2012,33(6):909~918
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Authors:

Hongheng LI; Qi Lü;

Foundation:

the National Natural Science Foundation of China (No. 11101070), the Grant MTM2011-29306-C02-00 of the MICINN, Spain, the Project PI2010-04 of the Basque Government, the ERC Advanced Grant FP7-246775 NUMERIWAVES, the ESF Research Networking Programme OPTPDE,Scientific Research Fund of Sichuan Provincial Education Department of China (No. 10ZC110) and the project Z1062 of Leshan Normal University of China.
Abstract: The authors establish the null controllability for some systems coupled by two backward stochastic heat equations. The desired controllability result is obtained by means of proving a suitable observability estimate for the dual system of the controlled system.

Keywords:

Backward stochastic heat equation, Null controllability, Observability estimate

Classification:

93B05, 93B07
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