Carleman Estimate for Stochastic Parabolic Equations and Inverse Stochastic Parabolic Problems

Details Carleman Estimate for Stochastic Parabolic Equations and Inverse Stochastic Parabolic Problems Carleman Estimate for Stochastic Parabolic Equations and Inverse Stochastic Parabolic Problems

2011-07-28

arxiv.org/abs/1107.5774v1

Mathematics

Optimization and Control

18 pages

Scientific paper

In this paper, we establish a global Carleman estimate for stochastic parabolic equations. Based on this estimate, we solve two inverse problems for stochastic parabolic equations. One is concerned with a determination problem of the history of a stochastic heat process through the observation at the final time $T$, for which we obtain a conditional stability estimate. The other is an inverse source problem with observation on the lateral boundary. We derive the uniqueness of the source.

Affiliated with

Also associated with

No associations

Rating

Carleman Estimate for Stochastic Parabolic Equations and Inverse Stochastic Parabolic Problems does not yet have a rating. At this time, there are no reviews or comments for this scientific paper.

If you have personal experience with Carleman Estimate for Stochastic Parabolic Equations and Inverse Stochastic Parabolic Problems, we encourage you to share that experience with our LandOfFree.com community. Your opinion is very important and Carleman Estimate for Stochastic Parabolic Equations and Inverse Stochastic Parabolic Problems will most certainly appreciate the feedback.

Rate now

Comments { 0 }

Profile ID: LFWR-SCP-O-415148