An Internal Observability Estimate for Stochastic Hyperbolic Equations
Optimization and Control
2016-01-19 v2
Abstract
This paper is addressed to establishing an internal observability estimate for some linear stochastic hyperbolic equations. The key is to establish a new global Carleman estimate for forward stochastic hyperbolic equations in the -space. Different from the deterministic case, a delicate analysis of the adaptedness for some stochastic processes is required in the stochastic setting.
Cite
@article{arxiv.1511.00819,
title = {An Internal Observability Estimate for Stochastic Hyperbolic Equations},
author = {Xiaoyu Fu and Xu Liu and Qi Lu and Xu Zhang},
journal= {arXiv preprint arXiv:1511.00819},
year = {2016}
}