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We study a stochastic Schr{\"o}dinger equation with a quadratic nonlinearity and a space-time fractional perturbation, in space dimension less than 3. When the Hurst index is large enough, we prove local well-posedness of the problem using…

Analysis of PDEs · Mathematics 2020-05-05 Aurélien Deya , Nicolas Schaeffer , Laurent Thomann

Sample path large deviations for the laws of the solutions of stochastic nonlinear Schrodinger equations when the noise converges to zero are presented. The noise is a complex additive gaussian noise. It is white in time and colored space…

Analysis of PDEs · Mathematics 2007-11-08 Eric Gautier

This work investigates radial solutions for nonlinear fractional Schr\"odinger equations driven by multiplicative noise. Leveraging radial deterministic and stochastic Strichartz estimates, we establish local well-posedness in the…

Analysis of PDEs · Mathematics 2025-06-03 Ao Zhang , Yanjie Zhang , Jinqiao Duan

In this article, we consider fractional stochastic wave equations on $\mathbb R$ driven by a multiplicative Gaussian noise which is white/colored in time and has the covariance of a fractional Brownian motion with Hurst parameter…

Probability · Mathematics 2019-04-23 Jian Song , Xiaoming Song , Fangjun Xu

This work is devoted to non-linear stochastic Schr\"odinger equations with multiplicative fractional noise, where the stochastic integral is defined following the Riemann-Stieljes approach of Z\"ahle. Under the assumptions that the initial…

Analysis of PDEs · Mathematics 2013-04-01 Olivier Pinaud

In this article, we study a $d$-dimensional stochastic quadratic nonlinear Schr\"{o}dinger equation (SNLS), driven by a fractional derivative (of order $-\alpha<0$) of a space-time white noise: $$\left\{ \begin{array}{l}i\partial_t u-\Delta…

Analysis of PDEs · Mathematics 2022-04-07 Nicolas Schaeffer

This paper studies the nonlinear one-dimensional stochastic heat equation driven by a Gaussian noise which is white in time and which has the covariance of a fractional Brownian motion with Hurst parameter 1/4\textless{}H\textless{}1/2 in…

Probability · Mathematics 2015-05-20 Yaozhong Hu , Jingyu Huang , Khoa Lê , David Nualart , Samy Tindel

In this paper, we consider the well-posedness of stochastic S-KdV driven by multiplicative noises in $H_x^1\times H_x^1$. To get the local well-posedness, we first develop the bilinear and trilinear Bourgain norm estimates of the nonlinear…

Probability · Mathematics 2025-09-18 Jie Chen , Fan Gu , Boling Guo

In this paper, we study a class of stochastic partial differential equations (SPDEs) driven by space-time fractional noises. Our method consists in studying first the nonlocal SPDEs and showing then the convergence of the family of these…

Probability · Mathematics 2014-09-17 Ying Hu , Yiming Jiang , Zhongmin Qian

We highlight a fundamental ill-posedness issue for nonlinear stochastic wave equations driven by a fractional noise. Namely, if the noise becomes too rough (i.e., the sum of its Hurst indexes becomes too small), then there is essentially no…

Probability · Mathematics 2021-12-17 Aurélien Deya

We study a $d$-dimensional wave equation model ($2\leq d\leq 4$) with quadratic non-linearity and stochastic forcing given by a space-time fractional noise. Two different regimes are exhibited, depending on the Hurst parameter…

Probability · Mathematics 2021-05-21 Aurélien Deya

We revisit aspects of dynamics and stability of localized states in the deterministic and stochastic discrete nonlinear Schr\"odinger equation. By a combination of analytic and numerical techniques, we show that localized initial conditions…

Pattern Formation and Solitons · Physics 2025-07-24 Mahdieh Ebrahimi , Barbara Drossel , Wolfram Just

In this work, we are interested in building the fully discrete scheme for stochastic fractional diffusion equation driven by fractional Brownian sheet which is temporally and spatially fractional with Hurst parameters $H_{1}, H_{2}…

Numerical Analysis · Mathematics 2022-01-27 Daxin Nie , Jing Sun , Weihua Deng

The well-posedness is investigated for distribution dependent stochastic differential equations driven by fractional Brownian motion with Hurst parameter $H\in (\ff {\sq 5-1} 2,1)$ and distribution dependent multiplicative noise. To this…

Probability · Mathematics 2024-11-13 Xiliang Fan , Shao-Qin Zhang

In this paper we investigate a nonlinear stochastic partial differential equation (spde in short) perturbed by a space-correlated Gaussian noise in arbitrary dimension $d\geq1$, with a non-Lipschitz coefficient noisy term. The equation…

Probability · Mathematics 2011-04-29 Lahcen Boulanba , Mohamed Mellouk

We study strictly parabolic stochastic partial differential equations on $\R^d$, $d\ge 1$, driven by a Gaussian noise white in time and coloured in space. Assuming that the coefficients of the differential operator are random, we give…

Probability · Mathematics 2007-05-23 Marco Ferrante , Marta Sanz-Solé

We study stochastic partial differential equations (SPDEs) with potentially very rough fractional noise with Hurst parameter $H\in(0,1)$. Close to a change of stability measured with a small parameter $\varepsilon$, we rely on the natural…

Probability · Mathematics 2021-09-21 Dirk Blömker , Alexandra Neamtu

We study the stochastic cubic nonlinear Schr\"odinger equation (SNLS) with an additive noise on the one-dimensional torus. In particular, we prove local well-posedness of the (renormalized) SNLS when the noise is almost space-time white…

Analysis of PDEs · Mathematics 2019-02-19 Justin Forlano , Tadahiro Oh , Yuzhao Wang

In this paper we study a class of stochastic partial differential equations in the whole space $\mathbb{R}^{d}$, with arbitrary dimension $d\geq 1$, driven by a Gaussian noise white in time and correlated in space. The differential operator…

Probability · Mathematics 2007-05-23 Lahcen Boulanba , M'hamed Eddahbi , Mohamed Mellouk

We investigate the existence and regularity of the local times of the solution to a linear system of stochastic wave equations driven by a Gaussian noise that is fractional in time and colored in space. Using Fourier analytic methods, we…

Probability · Mathematics 2021-05-12 Cheuk Yin Lee
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