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...

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Detalles Bibliográficos
Autores: Li, H., Lü, Q.
Tipo de recurso: artículo
Estado:Versión publicada
Fecha de publicación:2013
País:España
Institución:Basque Center for Applied Mathematics (BCAM)
Repositorio:BIRD. BCAM's Institutional Repository Data
OAI Identifier:oai:bird.bcamath.org:20.500.11824/533
Acceso en línea:http://hdl.handle.net/20.500.11824/533
Access Level:acceso abierto
Palabra clave:Boundary unique continuation property
Global Carleman estimate
Stochastic parabolic equations
Descripción
Sumario: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.