Strong Unique Continuation Property for Stochastic Parabolic Equations
Analysis of PDEs
2022-10-25 v4
Abstract
We establish a strong unique continuation property for stochastic parabolic equations. Our method is based on a suitable stochastic version of Carleman estimate. As far as we know, this is the first result for strong unique continuation property of stochastic partial differential equations.
Keywords
Cite
@article{arxiv.1701.02136,
title = {Strong Unique Continuation Property for Stochastic Parabolic Equations},
author = {Zhonghua Liao and Qi Lü},
journal= {arXiv preprint arXiv:1701.02136},
year = {2022}
}