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Unique Continuation for Stochastic Heat Equations
We establish a unique continuation property for stochastic heat equations
evolving in a bounded domain . Our result shows that the value of the
solution can be determined uniquely by means of its value on an arbitrary open
subdomain of at any given positive time constant. Further, when is
convex and bounded, we also give a quantitative version of the unique
continuation property. As applications, we get an observability estimate for
stochastic heat equations, an approximate result and a null controllability
result for a backward stochastic heat equation
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