A note on stochastic Schrödinger equations with fractional multiplicative noise

Abstract

This work is devoted to non-linear stochastic Schrödinger equations with multiplicative fractional noise, where the stochastic integral is defined following the Riemann-Stieljes approach of Zähle. Under the assumptions that the initial condition is in the Sobolev space $H^q(\Rm^n)$ for a dimension $n$ less than three and $q$ an integer greater or equal to zero, that the noise is a $Q-$fractional Brownian motion with Hurst index $H\in (1/2,1)$ and spatial regularity $H^{q+4}(\Rm^n)$, as well as appropriate hypotheses on the non-linearity, we obtain the local existence of a unique pathwise solution in $\calC^0(0,T,H^q(\Rm^n)) \cap \calC^{0,γ}(0,T,H^{q-2}(\Rm^n))$, for any $\gamma \in [0,H)$. Contrary to the parabolic case, standard fixed point techniques based on the mild formulation of the SPDE cannot be directly used because of the weak smoothing in time properties of the Schrödinger semigroup. We follow here a different route and our proof relies on a change of phase that removes the noise and leads to a Schrödinger equation with a magnetic potential that is not differentiable in time.