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The objective of the paper is to investigate the approximate controllability property of a linear stochastic control system with values in a separable real Hilbert space. In a first step we prove the existence and uniqueness for the solution of the dual linear backward stochastic differential...
We consider the mean-variance hedging problem under partial information in the case where the flow of observable events does not contain the full information on the underlying asset price process. We introduce a certain type martingale equation and characterize the optimal strategy in terms of...
Recently, there has been plenty of work in designing and fabricating materials with an effective negative refractive index. Veselago realized that a slab of material with a refractive index of −1 would act as a lens. Pendry suggested that the Veselago lens would act as a superlens , providing a...
In this work, we shall consider standard optimal control problems for a class of neutral functional differential equations in Banach spaces. As the basis of a systematic theory of neutral models, the fundamental solution is constructed and a variation of constants formula of mild solutions is...
We study the exact controllability problem for a ring under stretching tension that varies in time. We are looking for a couple of forces, which drive the state solution to rest. We show that applying two forces is necessary for controllability and the ring is controllable in the time interval...
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