Renormalization of a 1d quadratic Schrödinger model with additive noise
The study is devoted to the interpretation and well-posedness of the stochastic NLS model (ı∂t−Δ)u=|u|2+B˙,u0=0,t∈R,x∈T, where B˙ stands for a space-time fractional noise with index H=(H0,H1) in a subset of (0,1)2. We first establish that in the situation where 0<2H0+H1≤2, the equation cannot be interpreted in a (classical) functional sense. Our investigations then focus on the rough regime corresponding to the condition 74<2H0+H1≤2. In this specific case, we exhibit an explicit renormalization procedure allowing to restore the (local) convergence of the approximated solutions. We follow a pathwise-type approach emphasizing the distinction between the stochastic objects at the core of the dynamics and the general deterministic machinery.
Authors
- Reika Fukuizumi (ORCID: https://orcid.org/0009-0000-5266-1116)
- Laurent Thomann (ORCID: https://orcid.org/0000-0003-1574-7820)
- Aurélien Deya (ORCID: https://orcid.org/0000-0001-8786-815X)
Institutions
- Waseda University (JP)
- Tohoku University (JP)
- Institut Élie Cartan de Lorraine (FR)
- Université de Lorraine (FR)
Publication Details
- Journal
- The Annals of Probability
- Published
- 2026-08-28
- DOI
- https://doi.org/10.1214/25-aop1810
- Primary Topic
- Stochastic processes and financial applications
- Type
- article
- Field-Weighted Citation Impact
- 0.00
Funders
- Université de Lorraine
- Agence Nationale de la Recherche
- Japan Society for the Promotion of Science
- Research Institute for Mathematical Sciences
- Division of Mathematical Sciences