Observability estimate for stochastic Schrödinger equations and its applications

Abstract

In this paper, we establish a boundary observability estimate for stochastic Schrödinger equations by means of the global Carleman estimate. Our Carleman estimate is based on a new fundamental identity for a stochastic Schrödinger-like operator. Applications to the state observation problem for semilinear stochastic Schrödinger equations and the unique continuation problem for stochastic Schrödinger equations are also addressed. © 2013 Society for Industrial and Applied Mathematics.