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math.AP2026
Unique Continuation Property for Stochastic Wave Equations
Qi Lü, Zhonghua Liao
This paper establishes a fundamental and surprising phenomenon in the theory of stochastic wave equations: the restoration of the unique continuation property (UCP) across characte…
math.AP2024
On Inverse Problems for Mean Field Games with Common Noise via Carleman Estimate
Qi Lü, Zhonghua Liao
In this paper, we study two kinds of inverse problems for Mean Field Games (MFGs) with common noise. Our focus is on MFGs described by a coupled system of stochastic Hamilton-Jacob…
math.AP2023
Stability Estimate for an Inverse Stochastic Parabolic Problem of Determining Unknown Time-varying Boundary
Zhonghua Liao, Qi Lü
Stochastic parabolic equations are widely used to model many random phenomena in natural sciences, such as the temperature distribution in a noisy medium, the dynamics of a chemica…