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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Detalhes bibliográficos
Autores: Li, H., Lü, Q.
Formato: artículo
Estado:Versión publicada
Fecha de publicación:2013
País:España
Recursos:Basque Center for Applied Mathematics (BCAM)
Repositorio:BIRD. BCAM's Institutional Repository Data
OAI Identifier:oai:bird.bcamath.org:20.500.11824/533
Acesso em linha:http://hdl.handle.net/20.500.11824/533
Access Level:acceso abierto
Palavra-chave:Boundary unique continuation property
Global Carleman estimate
Stochastic parabolic equations
Descrição
Resumo: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.