NULL CONTROLLABILITY FOR FORWARD AND BACKWARD STOCHASTIC PARABOLIC EQUATIONS

doi:10.1137/050641508

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	NULL CONTROLLABILITY FOR FORWARD AND BACKWARD STOCHASTIC PARABOLIC EQUATIONS
	Tang, Shanjian 1; Zhang, Xu 2,3
	2009
发表期刊	SIAM JOURNAL ON CONTROL AND OPTIMIZATION
ISSN	0363-0129
卷号	48 期号:4 页码:2191-2216
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]).
关键词	null controllability forward and backward linear stochastic parabolic equations observability global Carleman estimate
DOI	10.1137/050641508
语种	英语
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
WOS类目	Automation & Control Systems ; Mathematics, Applied
WOS记录号	WOS:000270194500007
出版者	SIAM PUBLICATIONS
引用统计
文献类型	期刊论文
条目标识符	http://ir.amss.ac.cn/handle/2S8OKBNM/8298
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.