首页> 外文期刊>SIAM Journal on Control and Optimization >CARLEMAN ESTIMATES OF SOME STOCHASTIC DEGENERATE PARABOLIC EQUATIONS AND APPLICATION
【24h】

CARLEMAN ESTIMATES OF SOME STOCHASTIC DEGENERATE PARABOLIC EQUATIONS AND APPLICATION

机译:克莱曼估计一些随机退化抛物方程和应用

获取原文
获取原文并翻译 | 示例
           

摘要

This paper is devoted to establishing global Carleman estimates for some forward and backward stochastic degenerate parabolic equations. First, two Carleman estimates for the forward equation are derived by a weighted identity method and duality technique, respectively. It is found that different from stochastic uniformly parabolic equations, both methods have their own advantages in the degenerate case. By the weighted identity method, the estimate is finer for diffusion terms. By the latter, regularity requirements on them may be reduced. Also, for both the forward and the backward equations, drift terms are allowed to belong to a Sobolev space of negative order, which guarantees well-posedness of the equations. As an application of these estimates, an insensitizing control problem is studied.
机译:本文致力于为一些前后随机退化抛物线方程建立全球烙印刀估计。 首先,两种用于前向等式的CarleMeman估计分别由加权身份方法和二元技术导出。 发现与随机均匀抛物线方程不同,两种方法都有其自身的优点。 通过加权身份方法,估计对于扩散术语来说是更精细的。 通过后者,可以减少对它们的规律性要求。 此外,对于前向和后向方程式,允许漂移术语属于负阶的SoboLev空间,这保证了方程的良好。 作为这些估计的应用,研究了不敏感的控制问题。

著录项

相似文献

  • 外文文献
  • 中文文献
  • 专利
获取原文

客服邮箱:kefu@zhangqiaokeyan.com

京公网安备:11010802029741号 ICP备案号:京ICP备15016152号-6 六维联合信息科技 (北京) 有限公司©版权所有
  • 客服微信

  • 服务号