Global Carleman estimate for stochastic parabolic equations, and its application
ESAIM: Control, Optimisation and Calculus of Variations, Volume 20 (2014) no. 3, p. 823-839

This paper is addressed to proving a new Carleman estimate for stochastic parabolic equations. Compared to the existing Carleman estimate in this respect (see [S. Tang and X. Zhang, SIAM J. Control Optim. 48 (2009) 2191-2216.], Thm. 5.2), one extra gradient term involving in that estimate is eliminated. Also, our improved Carleman estimate is established by virtue of the known Carleman estimate for deterministic parabolic equations. As its application, we prove the existence of insensitizing controls for backward stochastic parabolic equations. As usual, this insensitizing control problem can be reduced to a partial controllability problem for a suitable cascade system governed by a backward and a forward stochastic parabolic equation. In order to solve the latter controllability problem, we need to use our improved Carleman estimate to establish a suitable observability inequality for some linear cascade stochastic parabolic system, while the known Carleman estimate for forward stochastic parabolic equations seems not enough to derive the desired inequality.

DOI : https://doi.org/10.1051/cocv/2013085
Classification:  93B05,  93B07
Keywords: Carleman estimate, stochastic parabolic equation, insensitizing control, controllability
@article{COCV_2014__20_3_823_0,
author = {Liu, Xu},
title = {Global Carleman estimate for stochastic parabolic equations, and its application},
journal = {ESAIM: Control, Optimisation and Calculus of Variations},
publisher = {EDP-Sciences},
volume = {20},
number = {3},
year = {2014},
pages = {823-839},
doi = {10.1051/cocv/2013085},
zbl = {1292.93032},
mrnumber = {3264225},
language = {en},
url = {http://www.numdam.org/item/COCV_2014__20_3_823_0}
}

Liu, Xu. Global Carleman estimate for stochastic parabolic equations, and its application. ESAIM: Control, Optimisation and Calculus of Variations, Volume 20 (2014) no. 3, pp. 823-839. doi : 10.1051/cocv/2013085. http://www.numdam.org/item/COCV_2014__20_3_823_0/

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