relation: https://publications.ut-capitole.fr/id/eprint/19708/
title: Stochastic nonlinear Schrödinger equations driven by a fractional noise - Well posedness, large deviations and support
creator: Gautier, Eric
subject: B- ECONOMIE ET FINANCE
description: 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.
date: 2007
type: Article
type: PeerReviewed
format: text
language: fr
identifier: https://publications.ut-capitole.fr/id/eprint/19708/1/Gautier_19708.pdf
identifier:   Gautier, Eric <https://www.idref.fr/09417699X>  (2007) Stochastic nonlinear Schrödinger equations driven by a fractional noise - Well posedness, large deviations and support.    Electronic Journal of Probability, 12.  pp. 848-861.       
relation: http://tse-fr.eu/pub/30203
relation: 10.1214/EJP.v12-416
identifier: 10.1214/EJP.v12-416
doi: 10.1214/EJP.v12-416
language: en