Exit from a Neighborhood of Zero for Weakly Damped Stochastic Nonlinear Schrödinger Equations

Eric Gautier

No 2005-21, Working Papers from Center for Research in Economics and Statistics

Abstract: Exit from a neighborhood of zero for weakly damped stochasticnonlinear SchrÄodinger equations is studied. The small noise is either complexand of additive type or real and of multiplicative type. It is white in time andcolored in space. The neighborhood is either in L2 or in H1. The small noiseasymptotic of both the ¯rst exit times and the exit points are characterized.

Pages: 38
Date: 2005
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