Uniform large deviations for the nonlinear Schrodinger equation with multiplicative noise

Uniform large deviations at the level of the paths for the stochastic nonlinear Schrodinger equation are presented. The noise is a real multiplicative Gaussian noise, white in time and colored in space. The trajectory space allows blow-up. It is endowed with a topology analogous to a projective limit topology. Asymptotics of the tails of the blow-up time are obtained as corollaries.

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Year of publication:	2005
Authors:	Gautier, Eric
Published in:	Stochastic Processes and their Applications. - Elsevier, ISSN 0304-4149. - Vol. 115.2005, 12, p. 1904-1927
Publisher:	Elsevier
Keywords:	Large deviations Stochastic partial differential equations Nonlinear Schrodinger equation

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10008873632