The stochastic derivative nonlinear Schrödinger equation.

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Publication:2360427





An equation \[ i\,du+(\partial^2_xu-i\partial_x(|u|^2u))\,dt=\phi\,dW,\qquad u(0,x)=u_0(x) \] is considered on \(\mathbb R\) where \(\phi\) is a convolution operator \(\phi f=k*f\) defined via a given kernel \(k\) and \(W\) is a cylindrical Wiener process on \(L^2(\mathbb R)\). If \(u_0\in H^{1/2}(\mathbb R)\) and \(k\in H^{1/2}(\mathbb R)\cap L^1(\mathbb R)\) then it is proved that the equation has a unique solution \(u\) defined up to a stopping time \(\delta>0\) and the paths of \(u\) are continuous in \(H^{1/2}(\mathbb R)\).











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