Unique continuation estimates for the Kolmogorov equation in the whole space
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math.OC
keywords
equationkolmogorovspacewholeestimatecontinuationcontrolcontrollability
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We prove in this Note an observation estimate at one point in time for the Kolmogorov equation in the whole space. Such estimate implies the observability and the null controllability for the Kolmogorov equation with a control region which is sufficiently spread out throughout the whole space.
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