The nonlinear Schrödinger equation driven by jump processes (Q2633733)

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    The nonlinear Schrödinger equation driven by jump processes
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      The nonlinear Schrödinger equation driven by jump processes (English)
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      10 May 2019
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      Mainly from the authors' abstract: The main result of the paper is the existence of a solution of the nonlinear Schrödinger equation with a (Lévy noise having) infinite activity. To be more precise, let \(A=\Delta\) be the Laplace operator with \(D(A)=\{u\in L^2(\mathbb{R}^d):\Delta u \in L^2(\mathbb{R}^d)\}\). Let \(Z\hookrightarrow L^2(\mathbb{R}^d)\) be a function space and \(\eta\) be a Poisson random measure on \(Z\), let \(g:\mathbb{R}\to \mathbb{C}\) and \(h:\mathbb{R}\to \mathbb{C}\) be some given functions, satisfying certain conditions specified in the paper. Let \(a\geq 1\) and \(\lambda\geq 0\). The authors are interested in the solution of the following equation \begin{multline*} idu(t,x)-\Delta u(t,x)dt+\lambda|u(t,x)|^{\alpha-1}u(t,x)dt\\ =\int_Z u(t,x)g(z(x))\tilde{\eta}(dz,dt )+\int_Z u(t,x)h(z(x))\gamma(dz,dt),\\ \end{multline*} \[u(0)=u_0.\] First they consider the case, where the Lévy process is a compound Poisson process. With the help of this result, they can tackle the general case, and show that the equation above has a solution.
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      stochastic integral of jump type
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      stochastic partial differential equations
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      Poisson random measures
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      Lévy processes
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      nonlinear Schrödinger equation
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