Dalian Ligong Daxue xuebao
Stochastic Schrdinger equation driven by pure jump Lévy white noise
Enmin Feng
Abstract
The white noise approach for stochastic Schrdinger equation(SSE) driven by pure jump Levy white noise is presented.The potential of the SSE is proportional to the Wick exponential of pure jump Levy white noise,which describes the physical system with jump.The white noise approach is based on (S)-1-characterization theorem.The SSE is firstly reduced to the ordinary non-random Schrdinger equation(OSE) by Hermite transform,which can be solved by Feynmann-Kac formula.Then the solution of the SSE is obtained by(S)-1-characterization theorem,converting the solution of the OSE to a(S)-1-process.Furthermore,the solution is in L1(υ) in sense of weak distribution under some certain conditions.