Special Session 29: Stochastic and deterministic dynamical systems and applications
Contents
We consider a one dimensional stochastic Schr{\"o}dinger equation with Lipschitz nonlinearities on a bounded domain with homogeneous Neumann boundaries conditions. The equation contains a multiplicative noise which is defined by a stochastic integral with respect to a cylindrical Wiener process. The solution is defined in the variational sense. We discuss a solution approximation by means of a method of successive approximation where linear stochastic Schr{\"o}dinger equations with additive noise are solved step by step.