2019/06/20 by Fabian Hornung, Hornung, Fabian
Mathematics · Economics, Econometrics and Finance · Computer Science · #Advanced Mathematical Physics Problems #Stochastic processes and financial applications #Advanced Mathematical Modeling in Engineering
paper · pdf · doi:10.48550/arxiv.1906.08638
In this article, we construct a global martingale solution to a general nonlinear Schrödinger equation with linear multiplicative noise in the Stratonovich form. Our framework includes many examples of spatial domains like ℝd, non-compact Riemannian manifolds, and unbounded domains in ℝd with different boundary conditions. The initial value belongs to the energy space H1 and we treat subcritical focusing and defocusing power nonlinearities. The proof is based on an approximation technique which makes use of spectral theoretic methods and an abstract Littlewood-Paley-decomposition. In the limit procedure, we employ tightness of the approximated solutions and Jakubowski's extension of the Skorohod Theorem to nonmetric spaces.