Conditional stability in determination of initial data for stochastic parabolic equations
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Cites work
- Carleman estimates for coefficient inverse problems and numerical applications.
- Conditional stability and numerical reconstruction of initial temperature
- Dirichlet boundary value problem for stochastic parabolic equations: compatibility relations and regularity of solutions
- Estimates of initial conditions of parabolic equations and inequalities via lateral Cauchy data
- Global uniqueness of a multidimensional inverse problem for a nonlinear parabolic equation by a Carleman estimate
- Infinite dimensional parameter identification for stochastic parabolic systems
- Inverse source problem for a transmission problem for a parabolic equation
- Lipschitz stability in inverse parabolic problems by the Carleman estimate
- Numerical solution of an inverse medium scattering problem with a stochastic source
- Sharp adaptation for inverse problems with random noise
- Simultaneous reconstruction of the initial temperature and heat radiative coefficient
Cited in
(27)- A concise introduction to control theory for stochastic partial differential equations
- Identification of a time-dependent control parameter for a stochastic diffusion equation
- Inverse problems for stochastic parabolic equations with additive noise
- Carleman estimate for stochastic parabolic equations and inverse stochastic parabolic problems
- Conditional stability in a backward parabolic system
- On the stability of recovering two sources and initial status in a stochastic hyperbolic-parabolic system
- Simultaneous recoveries for semilinear parabolic systems
- Determination of the solution of a stochastic parabolic equation by the terminal value
- Hardy's uncertainty principle and unique continuation property for stochastic heat equations
- On terminal value problems for bi-parabolic equations driven by Wiener process and fractional Brownian motions
- Carleman estimates of some stochastic degenerate parabolic equations and application
- On a stochastic nonclassical diffusion equation with standard and fractional Brownian motion
- Two Multiobjective Problems for Stochastic Degenerate Parabolic Equations
- A numerical method for a backward problem of a linear stochastic Kuramoto-Sivashinsky equation
- An inverse potential problem for the stochastic diffusion equation with a multiplicative white noise
- Global uniqueness in an inverse problem for a class of damped stochastic plate equations
- Stability Estimate for an Inverse Stochastic Parabolic Problem of Determining Unknown Time-varying Boundary
- Inverse problems for stochastic partial differential equations: some progresses and open problems
- Carleman estimates for space semi-discrete approximations of one-dimensional stochastic parabolic equation and its applications
- Stability and regularization for ill-posed Cauchy problem of a stochastic parabolic differential equation
- An inverse random source problem for pseudo-parabolic equation of Caputo type with fractional-order Laplacian operator
- Global null controllability of stochastic semilinear complex Ginzburg-Landau equations
- Reconstructing a random source for a stochastic equation with biharmonic operator with fractional white noise
- On inverse problems for mean field games with common noise via Carleman estimate
- Determination of two unknowns for a stochastic plate equation
- A backward problem for stochastic Kuramoto-Sivashinsky equation: conditional stability and numerical solution
- Conditional stability for an inverse problem of a fully discrete stochastic hyperbolic equation
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