Unique Continuation for Stochastic Parabolic Equations

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dc.creatorZhang, Xu
dc.date2006-12-20
dc.date.accessioned2026-07-07T07:36:22Z
dc.date.available2026-07-07T07:36:22Z
dc.descriptionThis paper is devoted to a study of the unique continuation property for stochastic parabolic equations. Due to the adapted nature of solutions in the stochastic situation, classical approaches to treat the the unique continuation problem for deterministic equations do not work. Our method is based on a suitable partial Holmgren coordinate transform and a stochastic version of Carleman-type estimate.
dc.description11 pages
dc.identifierhttps://arxiv.org/abs/math/0612610
dc.identifierhttp://arxiv.org/abs/math/0612610
dc.identifier.urihttp://salesiana.dossiersoluciones.com/handle/123456789/120403
dc.subjectAnalysis of PDEs
dc.subjectOptimization and Control
dc.subject60H15; 34A12
dc.titleUnique Continuation for Stochastic Parabolic Equations
dc.typetext

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