An internal observability estimate for stochastic hyperbolic equations

DOI10.1051/COCV/2016042MaRDI QIDQ2835364zbMATH OpenOpenAlexFDO

Authors Xiaoyu Fu, Xu Liu, Qi Lü, Xu Zhang

Publication date 2 December 2016

Published in European Series in Applied and Industrial Mathematics (ESAIM): Control, Optimization and Calculus of Variations (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1511.00819

zbMATH Keywords

adaptednessglobal Carleman estimateobservability estimateoptimal controlstochastic hyperbolic equation

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Observability (93B07) Control/observation systems governed by partial differential equations (93C20) Stochastic systems in control theory (general) (93E03) Optimal stochastic control (93E20)

Abstract: This paper is addressed to establishing an internal observability estimate for some linear stochastic hyperbolic equations. The key is to establish a new global Carleman estimate for forward stochastic hyperbolic equations in the $L^2$-space. Different from the deterministic case, a delicate analysis of the adaptedness for some stochastic processes is required in the stochastic setting.

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Cites work

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Cited in

(9)

• Interior controllability of semi-linear degenerate wave equations
• Recent progress on observability for stochastic partial differential equations
• Carleman and Observability Estimates for Stochastic Wave Equations
• Determination of two unknowns simultaneously for stochastic Euler-Bernoulli beam equations
• Observability estimate and state observation problems for stochastic hyperbolic equations
• Local state observation for stochastic hyperbolic equations
• Inverse problems for stochastic partial differential equations: some progresses and open problems
• Determination of two unknowns for a stochastic plate equation
• Exact controllability for a refined stochastic hyperbolic equation with internal controls

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