Work

A noncommunicative Kalman condition for null controllability of backward stochastic parabolic systems

Year: 2026
Type: preprint
Abstract: We study null controllability of backward stochastic heat systems with constant couplings in both the state and the martingale integrand, common scalar diffusion, and a localized drift control. We prove that null controllability is equivalent to a noncommutative word-rank condition on the two coupling matrices and the control matrix. The proof combines a factorization of the dual dynamics, positivity and small-time coercivity of a finite-dimensional stochastic Gramian, and a Lebeau--Robbiano spectral argument. Failure of the rank condition yields an invariant unobservable subspace.
Language: English
Open Access status: green
OpenAlex ID: W7172435890
Cites: 10
Cited by:
Related to: 10