A quantitative boundary unique continuation for stochastic parabolic equations

This paper is addressed to the boundary unique continuation property for forward stochastic parabolic equations, that is, to determine the value of the solution by virtue of the observation on an arbitrary open subset of the boundary. By means of a global Carleman estimate, we establish a quantitati...

Full description

Bibliographic Details
Authors: Li, H., Lü, Q.
Format: article
Status:Published version
Publication Date:2013
Country:España
Institution:Basque Center for Applied Mathematics (BCAM)
Repository:BIRD. BCAM's Institutional Repository Data
OAI Identifier:oai:bird.bcamath.org:20.500.11824/533
Online Access:http://hdl.handle.net/20.500.11824/533
Access Level:Open access
Keyword:Boundary unique continuation property
Global Carleman estimate
Stochastic parabolic equations
Description
Summary:This paper is addressed to the boundary unique continuation property for forward stochastic parabolic equations, that is, to determine the value of the solution by virtue of the observation on an arbitrary open subset of the boundary. By means of a global Carleman estimate, we establish a quantitative version of this property.