The Stochastic Characteristics Method Applied to a Stochastic Schrödinger Equation

DOI10.1081/SAP-120022864zbMath1030.60054MaRDI QIDQ4412394

Giuseppina Guatteri, Hannelore Breckner

Publication date: 14 July 2003

Published in: Stochastic Analysis and Applications (Search for Journal in Brave)

zbMATH Keywords

stochastic Schrödinger equationstochastic characteristics

Mathematics Subject Classification ID

Applications of stochastic analysis (to PDEs, etc.) (60H30) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)

Related Items (1)

Variational Solution of Stochastic Schrödinger Equations With Power-Type Nonlinearity

Cites Work

• Quantum Ito's formula and stochastic evolutions
• Semigroups of linear operators and applications to partial differential equations
• Fresnel type path integral for the stochastic Schrödinger equation
• On backward stochastic differential equations
• Some result on stochastic partial differential equations by the stochastic characteristics method

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