Carleman estimate for stochastic parabolic equations and inverse stochastic parabolic problems

被引：59
作者：
Lu, Qi [1 ,2 ]
机构：
[1] BCAM, Bilbao 48009, Basque Country, Spain
[2] Univ Elect Sci & Technol China, Sch Math Sci, Chengdu 610054, Peoples R China
来源：
INVERSE PROBLEMS | 2012年 / 28卷 / 04期
关键词：
BACKWARD UNIQUENESS; DIFFERENTIAL-EQUATIONS; STABILITY; CONTROLLABILITY; COEFFICIENTS;
D O I：
10.1088/0266-5611/28/4/045008
中图分类号：
O29 [应用数学];
学科分类号：
070104 ;
摘要：
In this paper, we establish a global Carleman estimate for stochastic parabolic equations. Based on this estimate, we study 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.
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页数：18
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