IDEAS home Printed from https://ideas.repec.org/p/crs/wpaper/2005-21.html
   My bibliography  Save this paper

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

Author

Listed:
  • Eric Gautier

    (Crest)

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.

Suggested Citation

  • Eric Gautier, 2005. "Exit from a Neighborhood of Zero for Weakly Damped Stochastic Nonlinear Schrödinger Equations," Working Papers 2005-21, Center for Research in Economics and Statistics.
    • Handle: RePEc:crs:wpaper:2005-21
    as

    Download full text from publisher

    File URL: http://crest.science/RePEc/wpstorage/2005-21.pdf
    File Function: Crest working paper version
    Download Restriction: no
    ---><---

    References listed on IDEAS

    as
    1. Arnaud Debussche & Eric Gautier, 2005. "Small Noise Asymptotic of the Timing Jitter in Soliton Transmission," Working Papers 2005-20, Center for Research in Economics and Statistics.
    2. Chenal, Fabien & Millet, Annie, 1997. "Uniform large deviations for parabolic SPDEs and applications," Stochastic Processes and their Applications, Elsevier, vol. 72(2), pages 161-186, December.
    Full references (including those not matched with items on IDEAS)

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. Arnaud Debussche & Eric Gautier, 2005. "Small Noise Asymptotic of the Timing Jitter in Soliton Transmission," Working Papers 2005-20, Center for Research in Economics and Statistics.

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. Gautier, Eric, 2005. "Uniform large deviations for the nonlinear Schrodinger equation with multiplicative noise," Stochastic Processes and their Applications, Elsevier, vol. 115(12), pages 1904-1927, December.
    2. Duan, Jinqiao & Millet, Annie, 2009. "Large deviations for the Boussinesq equations under random influences," Stochastic Processes and their Applications, Elsevier, vol. 119(6), pages 2052-2081, June.
    3. Swie[combining cedilla]ch, Andrzej, 2009. "A PDE approach to large deviations in Hilbert spaces," Stochastic Processes and their Applications, Elsevier, vol. 119(4), pages 1081-1123, April.
    4. Deugoué, G. & Tachim Medjo, T., 2023. "Large deviation for a 3D globally modified Cahn–Hilliard–Navier–Stokes model under random influences," Stochastic Processes and their Applications, Elsevier, vol. 160(C), pages 33-71.
    5. Arturo Kohatsu & D. Márquez Carreras & M. Sanz Solé, 1999. "Asymptotic behaviour of the density in a parabolic SPDE," Economics Working Papers 371, Department of Economics and Business, Universitat Pompeu Fabra.
    6. Cardon-Weber, Caroline, 1999. "Large deviations for a Burgers'-type SPDE," Stochastic Processes and their Applications, Elsevier, vol. 84(1), pages 53-70, November.
    7. Salins, M., 2021. "Systems of small-noise stochastic reaction–diffusion equations satisfy a large deviations principle that is uniform over all initial data," Stochastic Processes and their Applications, Elsevier, vol. 142(C), pages 159-194.
    8. A. Kohatsu-Higa & D. Márquez-Carreras & M. Sanz-Solé, 2001. "Asymptotic Behavior of the Density in a Parabolic SPDE," Journal of Theoretical Probability, Springer, vol. 14(2), pages 427-462, April.

    More about this item

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:crs:wpaper:2005-21. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Secretariat General (email available below). General contact details of provider: https://edirc.repec.org/data/crestfr.html .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.