The nonlinear stochastic Schrödinger equation via stochastic Strichartz estimates

By Fabian Hornung. 2016

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We consider the stochastic NLS with nonlinear Stratonovich noise for initial values in $${L^2({\mathbb {R}^d})}$$L2(Rd) and prove local existence and uniqueness of a mild solution for subcritical and critical nonlinearities. The proof is based on deterministic and stochastic Strichartz estimates. In the subcritical case we prove that the solution is global, if we impose an additional assumption on the nonlinear noise.

Subfields: Applied Mathematics, Finance, Mathematical Physics

View Paper: https://www.semanticscholar.org/paper/aa22abe90f7644e8e83664f785ca186edefbfe08