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首页> 外文期刊>Stochastic Processes and Their Applications: An Official Journal of the Bernoulli Society for Mathematical Statistics and Probability >Small noise asymptotic expansions for stochastic PDE's driven by dissipative nonlinearity and Lévy noise
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Small noise asymptotic expansions for stochastic PDE's driven by dissipative nonlinearity and Lévy noise

机译:由耗散非线性和Lévy噪声驱动的随机PDE的小噪声渐近展开

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摘要

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 ~(C0)-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 It? 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.
机译:我们研究了时空Lévy噪声扰动的反应扩散演化方程。相关的Kolmogorov算子是作用在Hilbert空间上的严格负类型〜(C0)-半群的无穷小生成器和最多具有多项式增长的非线性项之和,它不一定是Lipschitz,并且使得整个系统是耗散的。相应的吗?随机方程描述了一个具有耗散非线性,非全局Lipschitz漂移和Lévy噪声的Hilbert空间上的过程。在关于非线性的平滑性假设下,给出了噪声前面一个小参数中所有阶的渐近性,并对其余部分进行了详细估计。包括对非线性SPDE的应用,该非线性SPDE在由Laplacian在有界域中给出的漂移中具有线性项。作为特殊情况,我们为具有外部脉冲噪声的神经生物学中的FitzHugh-Nagumo类型的SPDE方程提供了小噪声渐近展开。

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