A deterministic criterion for approximate controllability of stochastic differential equations with jumps

This paper investigates the approximate controllability and approximate null controllability of a class of linear stochastic systems driven by Gaussian random measures. The analysis focuses on controlled systems featuring both deterministic and stochastic components, where the control acts on the drift and jump terms. We establish the equivalence between approximate controllability and approximate null controllability by introducing an invariant subspace V , defined by the system’s parameters. The controllability of the system is shown to hinge on whether V reduces to the trivial space { 0 } . These findings provide a unified framework for understanding the controllability properties of stochastic systems with jump and diffusion dynamics.

Authors

Institutions

Publication Details

Journal
Results in Applied Mathematics
Published
2025-03-23
DOI
https://doi.org/10.1016/j.rinam.2025.100566
Primary Topic
Stochastic processes and financial applications
Type
article
Field-Weighted Citation Impact
0.00
Controls
|||
ALL TIME
JAN
FEB
MAR
APR
MAY
JUN
JUL
AUG
SEP
OCT
article

A deterministic criterion for approximate controllability of stochastic differential equations with jumps

Rui Sun, Zhiyuan Huang, Junfei Guo, Zhao Yikai
Results in Applied Mathematics
Stochastic processes and financial applications
article

A deterministic criterion for approximate controllability of stochastic differential equations with jumps

Rui Sun, Zhiyuan Huang, Junfei Guo, Zhao Yikai
article en

Abstract

This paper investigates the approximate controllability and approximate null controllability of a class of linear stochastic systems driven by Gaussian random measures. The analysis focuses on controlled systems featuring both deterministic and stochastic components, where the control acts on the drift and jump terms. We establish the equivalence between approximate controllability and approximate null controllability by introducing an invariant subspace V , defined by the system’s parameters. The controllability of the system is shown to hinge on whether V reduces to the trivial space { 0 } . These findings provide a unified framework for understanding the controllability properties of stochastic systems with jump and diffusion dynamics.

Results in Applied MathematicsVol. 26
Shanghai University of Finance and Economics (CN), Tohoku University (JP), Zhejiang University of Finance and Economics (CN), University of California, Berkeley (US)
Openalex Percentile: Top 93%
Stochastic processes and financial applications
AI Navigator

Ask Laika to Summarize, Analyze, and Connect papers live on the map.

Summarize Papers & Methodologies

Extract key findings, datasets, and comparative methods across publications.

Benchmark Rankings & Visual Analytics

Rank top research institutions, authors, funders, topics, and journals by Field-Weighted Citation Impact (FWCI) and paper volume with instant charts.

Connect Distant Disciplines

Bridge topological clusters on the map to find hidden collaborative intersections.

A deterministic criterion for approximate controllability of stochastic differential equations with jumps — Rui Sun, Zhiyuan Huang, et al. · Results in Applied Mathematics (2025) | TGRS Research Map | TGRS