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

被引:8
|
作者
Gautier, Eric
机构
[1] Yale Univ, Cowles Fdn, New Haven, CT 06520 USA
[2] CREST, F-92240 Malakoff, France
来源
关键词
large deviations; stochastic partial differential equations; nonlinear Schrodinger equation; fractional Brownian motion;
D O I
10.1214/EJP.v12-416
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
We consider stochastic nonlinear Schrodinger equations driven by an additive noise. The noise is fractional in time with Hurst parameter H in ( 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.
引用
收藏
页码:848 / 861
页数:14
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