Carleman estimate for stochastic parabolic equations and inverse stochastic parabolic problems

In this paper, we establish a global Carleman estimate for stochastic parabolic equa-tions. Based on this estimate, we study two inverse problems for stochastic parabolic equations. One is concerned with a determination problem of the history of a stochas-tic heat process through the observation at the final time T, for which we obtain a conditional stability estimate. The other is an inverse source problem with observation on the lateral boundary. We derive the uniqueness of the source