Relaxed conditions for controllability of stochastic systems with control-dependent terms

Aymen Leslous, Abbes Benchaabane
Theory of Stochastic Processes
Vol.29 (45), no.2, 2025, pp.88-118
This research investigated the approximate controllability of a class of second-order stochastic differential equations driven by Q-Wiener processes in a real separable Hilbert space. By employing techniques from stochastic analysis and functional analysis, we established the existence and uniqueness of mild solutions under relaxed conditions that are less stringent than the standard Lipschitz criterion. Furthermore, we proved the approximate controllability of the system using stopping time theory. Our findings contributed to the advancement of control theory for stochastic systems, particularly for second-order equations driven by Q-Wiener processes.
DOI: https://doi.org/10.3842/tsp-1313505784-07
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