Null Controllability for Backward Stochastic Parabolic Convection-Diffusion Equations with Dynamic Boundary Conditions (2401.04816v1)

Abstract: This paper is concerned with the null controllability for linear backward stochastic parabolic equations with dynamic boundary conditions and convection terms. Using the classical duality argument, the null controllability is obtained via an appropriate observability inequality of the corresponding adjoint forward stochastic parabolic equation. To prove this observability inequality, we develop a new global Carleman estimate for forward stochastic parabolic equations that contains some first-order terms in the weak divergence form. Our Carleman estimate is established by applying the duality technique. Moreover, an estimate of the null-control cost is provided.