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 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 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.
| Original language | English |
|---|---|
| Pages (from-to) | 2084-2109 |
| Number of pages | 26 |
| Journal | Stochastic Processes and their Applications |
| Volume | 123 |
| Issue number | 6 |
| DOIs | |
| State | Published - 2013 |
Keywords
- Asymptotic expansions
- Dissipative systems
- Lévy processes
- Lévy space time noise
- Polynomially bounded nonlinearity
- SPDEs
- Small noise
- Stochastic FitzHugh-Nagumo system
- Stochastic convolution with Lévy processes
ASJC Scopus subject areas
- Statistics and Probability
- Modeling and Simulation
- Applied Mathematics
Fingerprint
Dive into the research topics of 'Small noise asymptotic expansions for stochastic PDE's driven by dissipative nonlinearity and Lévy noise'. Together they form a unique fingerprint.Cite this
- APA
- Author
- BIBTEX
- Harvard
- Standard
- RIS
- Vancouver