The stochastic nonlinear Schrödinger equations driven by pure jump noise

Wang, Jian; Zhai, Jianliang; Zhu, Jianguo

doi:10.48550/arxiv.2207.03719

Cited by 1 publication

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“…The following result provides the existence and uniqueness of the solution of the stochastic NLS (4.22) whose proof was given in [35].…”

Section: Nonlinear Schrödinger Equationsmentioning

confidence: 99%

Irreducibility of SPDEs driven by pure jump noise

Wang¹,

Hao²,

Zhai³

et al. 2022

Preprint

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The irreducibility is fundamental for the study of ergodicity of stochastic dynamical systems. In the literature, there are very few results on the irreducibility of stochastic partial differential equations (SPDEs) and stochastic differential equations (SDEs) driven by pure jump noise. The existing methods on this topic are basically along the same lines as that for the Gaussian case. They heavily rely on the fact that the driving noises are additive type and more or less in the class of stable processes. The use of such methods to deal with the case of other types of additive pure jump noises appears to be unclear, let alone the case of multiplicative noises.In this paper, we develop a new, effective method to obtain the irreducibility of SPDEs and SDEs driven by multiplicative pure jump noise. The conditions placed on the coefficients and the driving noise are very mild, and in some sense they are necessary and sufficient. This leads to not only significantly improving all of the results in the literature, but also to new irreducibility results of a much larger class of equations driven by pure jump noise with much weaker requirements than those treatable by the known methods. As a result, we are able to apply the main results to SPDEs with locally monotone coefficients, SPDEs/SDEs with singular coefficients, nonlinear Schrödinger equations, Euler equations etc. We emphasize that under our setting the driving noises could be compound Poisson processes, even allowed to be infinite dimensional. It is somehow surprising.

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“…The following result provides the existence and uniqueness of the solution of the stochastic NLS (4.22) whose proof was given in [35].…”

Section: Nonlinear Schrödinger Equationsmentioning

confidence: 99%