Stochastic Schrödinger equation driven by cylindrical Wiener process and fractional Brownian motion (Q2891141)

From MaRDI portal





scientific article; zbMATH DE number 6045964
Language Label Description Also known as
English
Stochastic Schrödinger equation driven by cylindrical Wiener process and fractional Brownian motion
scientific article; zbMATH DE number 6045964

    Statements

    0 references
    0 references
    13 June 2012
    0 references
    nonlinear stochastic Schrödinger equations
    0 references
    cylindrical Wiener process
    0 references
    cylindrical fractional Brownian motion
    0 references
    Stochastic Schrödinger equation driven by cylindrical Wiener process and fractional Brownian motion (English)
    0 references
    The authors study the properties of the solution of a stochastic nonlinear equation of Schrödinger-type, which is perturbed by a cylindrical Wiener process and an additive cylindrical fractional Brownian motion with Hurst parameter in the interval \((0.5,1)\). The existence of a solution and the existence of the Malliavin derivative are proved.
    0 references

    Identifiers