Comment on "The Stochastic Nonlinear Schr\"odinger Equation in $H^{1}$"
Torquil Macdonald S{\o}rensen
TL;DR
This paper critiques a previous existence proof for a stochastic nonlinear Schr"odinger equation, highlighting two errors that undermine its validity.
Contribution
It identifies and explains two critical mistakes in an existing mathematical proof concerning stochastic nonlinear Schr"odinger equations.
Findings
The original proof contains two significant errors.
These errors question the validity of the existence result.
The critique clarifies the correct approach needed for such proofs.
Abstract
The paper "The Stochastic Nonlinear Schr\"odinger Equation in " \cite{debouard2003} gives an existence proof for a stochastic nonlinear Schr\"odinger equation with multiplicative noise. We point out two mistakes that draw the validity of the proof into question.
Peer Reviews
No public reviews on file for this paper yet. If you reviewed it on a platform where reviews are public (OpenReview, ICLR, NeurIPS, ICML), you can paste yours below so the community can read it here.
Videos
No videos yet. Explain this paper in a talk, walkthrough, or lecture? Add one.
Taxonomy
TopicsStochastic processes and financial applications · Financial Risk and Volatility Modeling · Statistical Methods and Inference