Uniform large deviations for the nonlinear Schrodinger equation with multiplicative noise

Eric Gautier

Stochastic Processes and their Applications, 2005, vol. 115, issue 12, 1904-1927

Abstract: 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.

Keywords: Large; deviations; Stochastic; partial; differential; equations; Nonlinear; Schrodinger; equation (search for similar items in EconPapers)
Date: 2005
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Citations: View citations in EconPapers (3)

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Working Paper: Uniform Large Deviations for the Nonlinear Schrödinger Equation with Multiplicative Noise (2004)
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