Well-posedness of a parametrically forced nonlinear Schr\"odinger equation driven by translation-invariant noise

Abstract

We prove well-posedness in $H^{\sigma}(\mathbb{R})$ for any $\sigma \in [0,\infty)$ of a parametrically forced nonlinear Schr\"odinger equation (PFNLS) in one dimension driven by multiplicative Stratonovich noise which has spatially homogeneous statistics. The noise is white in time and correlated in space. We first construct local mild solutions via a fixed-point argument. We then formulate a blow-up criterion by showing that the equation has persistence of integrability and regularity as long as the $L^2(\mathbb{R})$-norm of the solution remains finite. Afterwards we derive a pathwise estimate on the $L^2(\mathbb{R})$-norm using a mild It\^o formula. Our results also apply to the standard cubic NLS equation driven by multiplicative translation-invariant Stratonovich noise.