Lipschitz stability for a semi-linear inverse stochastic transport problem

摘要

This paper is addressed to a semi-linear stochastic transport equation with three unknown parameters.It is proved that the initial displacement, the terminal state and the random term in diffusion are uniquelydetermined by the state on partial boundary and a Lipschitz stability of the inverse problem is established. The main tool we employ is a global Carleman estimate for stochastic transport equations.