Stochastic nonlinear Schrödinger equations driven by a fractional noise - Well posedness, large deviations and support

Gautier, Eric (2007) Stochastic nonlinear Schrödinger equations driven by a fractional noise - Well posedness, large deviations and support. Electronic Journal of Probability, 12. pp. 848-861.

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Official URL: http://tse-fr.eu/pub/30203

Abstract

We consider stochastic nonlinear Schrodinger equations driven by an additive noise. The noise is fractional in time with Hurst parameter H∈(0,1) and colored in space with a nuclear space correlation operator. We study local well-posedness. Under adequate assumptions on the initial data, the space correlations of the noise and for some saturated nonlinearities, we prove sample path large deviations and support results in a space of Holder continuous in time until blow-up paths. We consider Kerr nonlinearities when H>1/2.

Item Type: Article
Language: English
Date: 2007
Refereed: Yes
Subjects: B- ECONOMIE ET FINANCE
Divisions: TSE-R (Toulouse)
Site: UT1
Date Deposited: 18 Apr 2016 14:15
Last Modified: 07 Mar 2018 13:23
OAI ID: oai:tse-fr.eu:30203
URI: http://publications.ut-capitole.fr/id/eprint/19708

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