arXiv · 1305.3888
Unique Continuation for Stochastic Heat Equations
Abstract
We establish a unique continuation property for stochastic heat equations evolving in a bounded domain $G$. Our result shows that the value of the solution can be determined uniquely by means of its value on an arbitrary open subdomain of $G$ at any given positive time constant. Further, when $G$ is convex and bounded, we also give a quantitative version of the unique continuation property. As applications, we get an observability estimate for stochastic heat equations, an approximate result and a null controllability result for a backward stochastic heat equation.
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Qi Lu, Zhongqi Yin. 2014-05-04. Unique Continuation for Stochastic Heat Equations. https://arxiv.org/abs/1305.3888
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