English

Null Controllability for Cascade systems of Coupled Backward Stochastic Parabolic Equations with One Distributed Control

Optimization and Control 2024-11-15 v1

Abstract

We prove the null controllability of a cascade system of nn coupled backward stochastic parabolic equations involving both reaction and convection terms, as well as general second-order parabolic operators, with n2n \geq 2. To achieve this, we apply a single distributed control to the first equation, while the other equations are controlled through the coupling. To obtain our results, we develop a new global Carleman estimate for the forward stochastic parabolic adjoint system with some terms in the H1H^{-1}-space. Subsequently, we derive the appropriate observability inequality, and by employing the classical duality argument, we establish our null controllability result. Additionally, we provide an estimate for the null control cost with respect to the final time TT and the potentials.

Keywords

Cite

@article{arxiv.2411.09079,
  title  = {Null Controllability for Cascade systems of Coupled Backward Stochastic Parabolic Equations with One Distributed Control},
  author = {Said Boulite and Abdellatif Elgrou and Lahcen Maniar},
  journal= {arXiv preprint arXiv:2411.09079},
  year   = {2024}
}
R2 v1 2026-06-28T19:59:16.823Z