Observability estimate and state observation problems for stochastic hyperbolic equations
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Abstract: In this paper, we derive a boundary and an internal observability inequality for stochastic hyperbolic equations with nonsmooth lower order terms. The required inequalities are obtained by global Carleman estimate for stochastic hyperbolic equations. By these inequalities, we study a state observation problem for stochastic hyperbolic equations. As a consequence, we also establish a unique continuation property for stochastic hyperbolic equations.
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- Determination of two unknowns simultaneously for stochastic Euler-Bernoulli beam equations
- Observability estimates and null controllability for forward and backward linear stochastic Kuramoto-Sivashinsky equations
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- Observability estimate for stochastic Schrödinger equations
- Control theory of stochastic distributed parameter systems: recent progress and open problems
- Determining a nonlinear hyperbolic system with unknown sources and nonlinearity
- Unique continuation and observability for a semi-linear parabolic system
- Inverse problems for stochastic partial differential equations: some progresses and open problems
- An inverse source problem for semilinear stochastic hyperbolic equations
- Strong unique continuation property for stochastic parabolic equations
- An inverse Cauchy problem of a stochastic hyperbolic equation
- Determination of two unknowns for a stochastic plate equation
- Conditional stability for an inverse problem of a fully discrete stochastic hyperbolic equation
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