NULL CONTROLLABILITY FOR FORWARD AND BACKWARD STOCHASTIC PARABOLIC EQUATIONS

doi:10.1137/050641508

	NULL CONTROLLABILITY FOR FORWARD AND BACKWARD STOCHASTIC PARABOLIC EQUATIONS
	Tang, Shanjian 1; Zhang, Xu 2,3
刊名	SIAM JOURNAL ON CONTROL AND OPTIMIZATION
	2009
卷号	48 期号:4 页码:2191-2216
关键词	null controllability forward and backward linear stochastic parabolic equations observability global Carleman estimate
ISSN号	0363-0129
DOI	10.1137/050641508
英文摘要	This paper is concerned with the null controllability for general forward and backward linear stochastic parabolic equations. To develop the duality argument, we establish observability estimates for linear backward and forward stochastic parabolic equations with general coefficients, by means of a global Carleman estimate. Our Carleman inequality (Theorem 6.1) and observability estimate (Theorem 2.3) for backward stochastic parabolic equations are new in their forms. By adding a control variable to act on the white noise, we give a partial solution to the null controllability of forward stochastic heat equations, which was regarded as a challenging topic (see pages 99 and 108-110 in [Barbu, R. ascanu, and Tessitore, Appl. Math. Optim., 47 (2003), pp. 97-120]).
资助项目	NSFC[10325101] ; NSFC[10525105] ; NSFC[10831007] ; NSFC[60821091] ; Basic Research Program of China (973 Program)[2007CB814904] ; Chang Jiang Scholars Program ; Chunhui program (State Education Ministry of China)[Z007-1-61006] ; Spanish Ministry of Science and Innovation[MTM2008-03541]
WOS研究方向	Automation & Control Systems ; Mathematics
语种	英语
出版者	SIAM PUBLICATIONS
WOS记录号	WOS:000270194500007
内容类型	期刊论文
源URL	[http://ir.amss.ac.cn/handle/2S8OKBNM/8297]
专题	中国科学院数学与系统科学研究院
通讯作者	Tang, Shanjian
作者单位	1.Fudan Univ, Dept Finance & Control Sci, Sch Math Sci, Shanghai 200433, Peoples R China 2.Chinese Acad Sci, Key Lab Syst & Control, Acad Math & Syst Sci, Beijing 100190, Peoples R China 3.Sichuan Univ, Yangtze Ctr Math, Chengdu 610064, Peoples R China
推荐引用方式 GB/T 7714	Tang, Shanjian,Zhang, Xu. NULL CONTROLLABILITY FOR FORWARD AND BACKWARD STOCHASTIC PARABOLIC EQUATIONS[J]. SIAM JOURNAL ON CONTROL AND OPTIMIZATION,2009,48(4):2191-2216.
APA	Tang, Shanjian,&Zhang, Xu.(2009).NULL CONTROLLABILITY FOR FORWARD AND BACKWARD STOCHASTIC PARABOLIC EQUATIONS.SIAM JOURNAL ON CONTROL AND OPTIMIZATION,48(4),2191-2216.
MLA	Tang, Shanjian,et al."NULL CONTROLLABILITY FOR FORWARD AND BACKWARD STOCHASTIC PARABOLIC EQUATIONS".SIAM JOURNAL ON CONTROL AND OPTIMIZATION 48.4(2009):2191-2216.