NULL CONTROLLABILITY FOR FORWARD AND BACKWARD STOCHASTIC PARABOLIC EQUATIONS
文献类型：期刊论文
| 作者 | Tang, Shanjian1; Zhang, Xu2,3 |
| 刊名 | SIAM JOURNAL ON CONTROL AND OPTIMIZATION
 |
| 出版日期 | 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 |
| WOS记录号 | WOS:000270194500007 |
| 出版者 | SIAM PUBLICATIONS |
| 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. |
入库方式： OAI收割
来源：数学与系统科学研究院
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