Determination of the solution of a stochastic parabolic equation by the terminal value

DOI10.1088/1361-6420/AC72BCOpenAlexW4221145833MaRDI QIDQ5081807FDOQ5081807

Authors: Wanli du, F. F. Dou 

Publication date: 17 June 2022

Published in: Inverse Problems (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2202.05439

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zbMATH Keywords

regularization methodstochastic parabolic equationCarleman estimateconditional stability

Mathematics Subject Classification ID

Numerical analysis (65-XX) Partial differential equations (35-XX)

Cites Work

• A \(W_ 2^ n\)-theory of the Dirichlet problem for SPDEs in general smooth domains
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• Strong solution of backward stochastic partial differential equations in \(C ^{2}\) domains
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• Stochastic evolution equations
• Carleman estimates for parabolic equations and applications
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• Carleman estimates for second order partial differential operators and applications. A unified approach
• Cauchy problem of non-homogenous stochastic heat equation and application to inverse random source problem
• Convergent numerical methods for parabolic equations with reversed time via a new Carleman estimate
• Conditional stability in determination of initial data for stochastic parabolic equations
• Carleman estimates for a stochastic degenerate parabolic equation and applications to null controllability and an inverse random source problem
• Inverse problems for stochastic parabolic equations with additive noise

Cited In (2)

• Inverse problems for stochastic partial differential equations: some progresses and open problems
• Stability and regularization for ill-posed Cauchy problem of a stochastic parabolic differential equation

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