Observability inequalities for the backward stochastic evolution equations and their applications
Optimization and Control
2023-08-23 v1
Abstract
The present article delves into the investigation of observability inequalities pertaining to backward stochastic evolution equations. We employ a combination of spectral inequalities, interpolation inequalities, and the telegraph series method as our primary tools to directly establish observability inequalities. Furthermore, we explore three specific equations as application examples: a stochastic degenerate equation, a stochastic fourth order parabolic equation and a stochastic heat equation. It is noteworthy that these equations can be rendered null controllability with only one control in the drift term to each system.
Cite
@article{arxiv.2308.11121,
title = {Observability inequalities for the backward stochastic evolution equations and their applications},
author = {Yuanhang Liu and Weijia Wu and Donghui Yang and Jie Zhong},
journal= {arXiv preprint arXiv:2308.11121},
year = {2023}
}