Unique Continuation for Stochastic Parabolic Equations

Details Unique Continuation for Stochastic Parabolic Equations Unique Continuation for Stochastic Parabolic Equations

2006-12-20

arxiv.org/abs/math/0612610v1

Mathematics

Analysis of PDEs

11 pages

Scientific paper

This paper is devoted to a study of the unique continuation property for stochastic parabolic equations. Due to the adapted nature of solutions in the stochastic situation, classical approaches to treat the the unique continuation problem for deterministic equations do not work. Our method is based on a suitable partial Holmgren coordinate transform and a stochastic version of Carleman-type estimate.

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