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arXiv math/0609423math.PRmath.AP
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分数阶噪声驱动的随机非线性Schrodinger方程的适定性、大偏差和支撑

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

Eric Gautier

摘要:

考虑加性噪声驱动的随机非线性薛定谔方程。噪声在时间上是分数的,Hurst参数H在(0,1)中。它在空间中也是着色的,并且空间相关算子被假设为核。我们研究了方程的局部适定性。在对初始数据、噪声的空间相关性和某些饱和非线性的适当假设下,我们证明了一个样本路径大偏差原理和一个支持结果。这些结果是在爆炸路径空间中得到的,这些爆炸路径在时间上是Holder连续的,直到爆炸。当H > 1/2时,我们处理Kerr非线性的情况。

英文摘要:

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

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