In this paper, we solve a local state observation problem for stochastic hyperbolic equations without boundary conditions, which is reduced to a local unique continuation property for these equations. This result is proved by a global Carleman estimate. As far as we know, this is the first result in this topic
AbstractWe consider a non-local regularization of nonlinear hyperbolic conservation laws in several ...
Title: Stochastic Differential Equations with Gaussian Noise Author: Josef Janák Department: Departm...
We consider the Cauchy problem in ℝd for a class of semilinear parabolic partial different...
In this paper, we solve a local state observation problem for stochastic hyperbolic equations withou...
This paper is devoted to the study the boundary unique continuation property for forward stochastic ...
This paper is addressed to the boundary unique continuation property for forward stochastic paraboli...
In this paper, we establish a global Carleman estimate for stochastic parabolic equations. Based on ...
This paper is addressed to establishing an internal observability estimate for some linear...
In this paper, we establish a boundary observability estimate for stochastic Schrödinger equations b...
This paper is addressed to proving a new Carleman estimate for stochastic parabolic equati...
We consider two quasi-linear initial-value Cauchy problems on Rd: a parabolic system and an hyperbol...
International audienceWe consider two quasi-linear initial-value Cauchy problems on Rd: a parabolic ...
This thesis aims to advance the theories of partial differential equation (PDE) and stochastic diffe...
Abstract. It is frequently the case that a white-noise-driven parabolic and/or hyperbolic stochastic...
Local and global Carleman estimates play a central role in the study of some partial differential eq...
AbstractWe consider a non-local regularization of nonlinear hyperbolic conservation laws in several ...
Title: Stochastic Differential Equations with Gaussian Noise Author: Josef Janák Department: Departm...
We consider the Cauchy problem in ℝd for a class of semilinear parabolic partial different...
In this paper, we solve a local state observation problem for stochastic hyperbolic equations withou...
This paper is devoted to the study the boundary unique continuation property for forward stochastic ...
This paper is addressed to the boundary unique continuation property for forward stochastic paraboli...
In this paper, we establish a global Carleman estimate for stochastic parabolic equations. Based on ...
This paper is addressed to establishing an internal observability estimate for some linear...
In this paper, we establish a boundary observability estimate for stochastic Schrödinger equations b...
This paper is addressed to proving a new Carleman estimate for stochastic parabolic equati...
We consider two quasi-linear initial-value Cauchy problems on Rd: a parabolic system and an hyperbol...
International audienceWe consider two quasi-linear initial-value Cauchy problems on Rd: a parabolic ...
This thesis aims to advance the theories of partial differential equation (PDE) and stochastic diffe...
Abstract. It is frequently the case that a white-noise-driven parabolic and/or hyperbolic stochastic...
Local and global Carleman estimates play a central role in the study of some partial differential eq...
AbstractWe consider a non-local regularization of nonlinear hyperbolic conservation laws in several ...
Title: Stochastic Differential Equations with Gaussian Noise Author: Josef Janák Department: Departm...
We consider the Cauchy problem in ℝd for a class of semilinear parabolic partial different...
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