Title :
Some interplays between control theory and stochastic systems
Author_Institution :
Inst. of Math., Polish Acad. of Sci., Warsaw, Poland
Abstract :
The author presents applications of control theory to the law equivalence of stochastic systems. As a byproduct he obtains some characterization of control-equivalent systems. Deterministic and stochastic exit problems are discussed. The emphasis in this work is on the infinite-dimensional systems
Keywords :
control theory; multidimensional systems; stochastic systems; control theory; control-equivalent systems; infinite-dimensional systems; law equivalence; stochastic systems; Control systems; Control theory; Equations; Hilbert space; Mathematics; Nonlinear filters; Regulators; Stochastic processes; Stochastic resonance; Stochastic systems;
Conference_Titel :
Decision and Control, 1989., Proceedings of the 28th IEEE Conference on
Conference_Location :
Tampa, FL
DOI :
10.1109/CDC.1989.70108
