Blow-up for the stochastic nonlinear Schrödinger equation with multiplicative noise

Abstract

We study the influence of a multiplicative Gaussian noise, white in time and correlated in space, on the blow-up phenomenon in the supercritical nonlinear Schrödinger equation. We prove that any sufficiently regular and localized deterministic initial data gives rise to a solution which blows up in arbitrarily small time with a positive probability. © Institute of Mathematical Statistics, 2005.