Stability estimate for an inverse stochastic parabolic problem of determining unknown time-varying boundary *

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 chemical reaction in a noisy environment, or the evolution of the density of bacteria population. In many cases, the equation may involve an unknown moving boundary which could represent a change of phase, a reaction front, or an unknown population. In this paper, we focus on an inverse problem with the goal is to determine an unknown moving boundary based on data observed in a specific interior subdomain for the stochastic parabolic equation. The uniqueness of the solution of this problem is proved, and furthermore a stability estimate of log type is derived. This allows us, theoretically, to track and to monitor the behavior of the unknown boundary from observation in an arbitrary interior domain. The primary tool is a new Carleman estimate for stochastic parabolic equations. As a byproduct, we obtain a quantitative unique continuation property for stochastic parabolic equations.