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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 C0C0-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.The corresponding 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.Applications 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.
Journal: Stochastic Processes and their Applications - Volume 123, Issue 6, June 2013, Pages 2084–2109