Title of article :
Small noise asymptotic expansions for stochastic PDE’s driven by dissipative nonlinearity and Lévy noise
Author/Authors :
Albeverio، نويسنده , , Sergio and Mastrogiacomo، نويسنده , , Elisa and Smii، نويسنده , , Boubaker، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 2013
Abstract :
We study a reaction–diffusion evolution equation perturbed by a space–time Lévy noise. The associated Kolmogorov operator is the sum of the infinitesimal generator of a C 0 -semigroup of strictly negative type acting on a Hilbert space and a nonlinear term which has at most polynomial growth, is non necessarily Lipschitz and is such that the whole system is dissipative.
rresponding Itô stochastic equation describes a process on a Hilbert space with dissipative nonlinear, non globally Lipschitz drift and a Lévy noise. Under smoothness assumptions on the nonlinearity, asymptotics to all orders in a small parameter in front of the noise are given, with detailed estimates on the remainders.
ations to nonlinear SPDEs with a linear term in the drift given by a Laplacian in a bounded domain are included. As a particular case we provide the small noise asymptotic expansions for the SPDE equations of FitzHugh–Nagumo type in neurobiology with external impulsive noise.
Keywords :
Asymptotic expansions , Polynomially bounded nonlinearity , Stochastic FitzHugh–Nagumo system , Small noise , Lévy space time noise , Lévy processes , Stochastic convolution with Lévy processes , SPDEs , dissipative systems
Journal title :
Stochastic Processes and their Applications
Journal title :
Stochastic Processes and their Applications