2006/12/20 by Xu Zhang, Zhang, Xu
Computer Science · Economics, Econometrics and Finance · Engineering · Mathematics · #34A12 #60H15 #Advanced Mathematical Modeling in Engineering #Analysis of PDEs (math.AP) #FOS: Mathematics #Optimization and Control (math.OC) #Stability and Controllability of Differential Equations #Stochastic processes and financial applications #math.AP #math.OC #msc:34A12 #msc:60H15
paper · pdf · doi:10.48550/arxiv.math/0612610
11 pages
arxiv created 2006/12/20 · openalex publication_date 2006/12/20 · arxiv updated 2009/12/01 · openalex created_date 2025/10/10 · openalex updated_date 2026/07/28
This paper is devoted to a study of the unique continuation property for stochastic parabolic equations. Due to the adapted nature of solutions in the stochastic situation, classical approaches to treat the the unique continuation problem for deterministic equations do not work. Our method is based on a suitable partial Holmgren coordinate transform and a stochastic version of Carleman-type estimate.