Backward uniqueness of stochastic parabolic like equations driven by Gaussian multiplicative noise
DOI10.1016/J.SPA.2016.01.007zbMath1336.60117arXiv1409.3692OpenAlexW2269611881MaRDI QIDQ271887
Viorel Barbu, Michael Roeckner
Publication date: 20 April 2016
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1409.3692
approximate controllabilitybackward uniquenessGaussian multiplicative noisestochastic parabolic-like equations
Gaussian processes (60G15) Controllability (93B05) Navier-Stokes equations (35Q30) Applications of operator theory to differential and integral equations (47N20) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) PDEs with randomness, stochastic partial differential equations (35R60) Semilinear parabolic equations (35K58)
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