2016/05/06 by Ibrahim Ekren, Igor Kukavica, Ekren, Ibrahim +3
Computer Science · Economics, Econometrics and Finance · Engineering · #Advanced Mathematical Modeling in Engineering #Analysis of PDEs (math.AP) #FOS: Mathematics #Stability and Controllability of Differential Equations #Stochastic processes and financial applications
paper · pdf · doi:10.48550/arxiv.1605.02014
openalex publication_date 2016/05/06 · openalex created_date 2022/10/01 · openalex updated_date 2026/07/28
In this paper, we address the long time behaviour of solutions of the\nstochastic Schrodinger equation in \ℝd. We prove the existence of an\ninvariant measure and establish asymptotic compactness of solutions, implying\nin particular the existence of an ergodic measure.\n