Calderon-Type Uniqueness Theorem for Stochastic Partial Differential Equations
Xu Liu, Xu Zhang · arXiv (Cornell University) · 2010
In this Note, we present a Calderón-type uniqueness theorem on the Cauchy problem of stochastic partial differential equations. To this aim, we introduce the concept of stochastic pseudo-differential operators, and establish their boundedness and other fundamental properties. The proof of our uniqueness theorem is based on a new Carleman-type estimate.