Exponential Decay of $L^2$-Solutions to Stochastic Nonlinear Schr\"odinger Equations Driven by Continuous Martingales

Abstract

We investigate the global well-posedness and asymptotic behavior of $L^2$-solutions to stochastic nonlinear Schr\"odinger equations with multiplicative noise driven by continuous square integrable martingales with density. Our approach relies on a rescaling transformation that converts the stochastic system into a random nonlinear Schr\"odinger equation with a potential acting as a damping term. Unlike the standard Brownian motion case, this induced potential plays a critical role in the dynamics. We establish the global existence of solutions and prove the pathwise exponential decay of the $L^2$-norm. Crucially, the strict positivity of the decay rate is intrinsically induced by the density of the martingale\rq{}s quadratic variation. This result generalizes the stabilization known for standard Brownian motion, thereby characterizing the stabilizing effect of the martingale noise.