Pages that link to "Item:Q2977558"

The following pages link to Conditional stability in determination of initial data for stochastic parabolic equations (Q2977558):

Displaying 15 items.

• A concise introduction to control theory for stochastic partial differential equations (Q2097680) (← links)
• Identification of a time-dependent control parameter for a stochastic diffusion equation (Q2245739) (← links)
• Simultaneous recoveries for semilinear parabolic systems (Q5043665) (← links)
• Determination of the solution of a stochastic parabolic equation by the terminal value (Q5081807) (← links)
• Hardy’s uncertainty principle and unique continuation property for stochastic heat equations (Q5109180) (← links)
• On terminal value problems for bi-parabolic equations driven by Wiener process and fractional Brownian motions (Q5155158) (← links)
• Carleman Estimates of Some Stochastic Degenerate Parabolic Equations and Application (Q5238257) (← links)
• On a stochastic nonclassical diffusion equation with standard and fractional Brownian motion (Q5864048) (← links)
• Two Multiobjective Problems for Stochastic Degenerate Parabolic Equations (Q6049372) (← links)
• A numerical method for a backward problem of a linear stochastic Kuramoto-Sivashinsky equation (Q6084977) (← links)
• An inverse potential problem for the stochastic diffusion equation with a multiplicative white noise (Q6087985) (← links)
• Global uniqueness in an inverse problem for a class of damped stochastic plate equations (Q6182017) (← links)
• Inverse problems for stochastic partial differential equations: some progresses and open problems (Q6559149) (← links)
• Carleman estimates for space semi-discrete approximations of one-dimensional stochastic parabolic equation and its applications (Q6641748) (← links)
• Stability and regularization for ill-posed Cauchy problem of a stochastic parabolic differential equation (Q6641750) (← links)