Abstract
In this paper, we study a multi-objective inverse initial problem with a Nash strategy constraint for forward stochastic reaction-diffusion equations with dynamic boundary conditions, where both the volume and surface equations are influenced by randomness. The objective is twofold: First, we maintain the state close to prescribed targets in fixed regions using two controls; second, we determine the history of the solution from observations at the final time. To achieve this, we establish new Carleman estimates for forward and backward equations, which are used to prove an interpolation inequality for a coupled forward-backward stochastic system. Consequently, we obtain two results: Backward uniqueness and a conditional stability estimate for the initial conditions.
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© 2025 Walter de Gruyter GmbH, Berlin/Boston
Artikel in diesem Heft
- Frontmatter
- An inverse problem of finding a time-dependent parameter in a bilinear heat equation
- A novel method for computing core-EP inverse through elementary transformation
- Convergence rates for Tikhonov regularization of a coefficient identification problem
- Carleman estimate for stochastic degenerate wave equation with drift and its application
- Inverse initial problem under Nash strategy for stochastic reaction-diffusion equations with dynamic boundary conditions
- Understanding edge artifacts of the OSEM algorithm in emission tomography
- Unique reconstruction of the inverse spectral problem with mixed data for AKNS operator
- An inverse problem for nonlinear electrodynamic equations
Artikel in diesem Heft
- Frontmatter
- An inverse problem of finding a time-dependent parameter in a bilinear heat equation
- A novel method for computing core-EP inverse through elementary transformation
- Convergence rates for Tikhonov regularization of a coefficient identification problem
- Carleman estimate for stochastic degenerate wave equation with drift and its application
- Inverse initial problem under Nash strategy for stochastic reaction-diffusion equations with dynamic boundary conditions
- Understanding edge artifacts of the OSEM algorithm in emission tomography
- Unique reconstruction of the inverse spectral problem with mixed data for AKNS operator
- An inverse problem for nonlinear electrodynamic equations