کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
1156749 958865 2013 26 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
Small noise asymptotic expansions for stochastic PDE’s driven by dissipative nonlinearity and Lévy noise
موضوعات مرتبط
مهندسی و علوم پایه ریاضیات ریاضیات (عمومی)
پیش نمایش صفحه اول مقاله
Small noise asymptotic expansions for stochastic PDE’s driven by dissipative nonlinearity and Lévy noise
چکیده انگلیسی

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.

ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Stochastic Processes and their Applications - Volume 123, Issue 6, June 2013, Pages 2084–2109
نویسندگان
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