Boundary unique continuation for stochastic parabolic equations
Hongheng Li, Lu Qi · BIRD (Basque Center for Applied Mathematics) · 2012
This paper is devoted to the study the boundary unique continuation property for forward stochastic parabolic equations, i.e., determine the value of the solution by means of the observation on arbitrary open subset of the boundary. We establish a quantitative version of the boundary unique continuation property by a global Carleman estimate for forward stochastic parabolic equations.