Exit from a Neighborhood of Zero for Weakly Damped Stochastic Nonlinear Schrödinger Equations
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.
Year of publication: |
2005
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Authors: | Gautier, Eric |
Institutions: | Centre de Recherche en Économie et Statistique (CREST), Groupe des Écoles Nationales d'Économie et Statistique (GENES) |
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