Dissipative stochastic evolution equations driven by general Gaussian and non-Gaussian noise (Q657765): Difference between revisions
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English | Dissipative stochastic evolution equations driven by general Gaussian and non-Gaussian noise |
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Dissipative stochastic evolution equations driven by general Gaussian and non-Gaussian noise (English)
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10 January 2012
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By using semigroup methods, the authors study existence and uniqueness of mild solutions to a class of stochastic evolution equations under dissipativity assumptions and additive noise which is not necessarily Gaussian. The noise is assumed to satisfy rather general assumptions about the form of the covariance function, and it covers cases like fractional and bifractional Brownian motion and like Hermite process. This kind of equations appears in modeling some problems in neurobiology. Particularly, it is analyzed a model of diffusion for electric activity in a neuronal network driven by a stochastic term that is not white in time and space. One of the motivations is the possibility to introduce, as real inputs exhibit, long-range dependence in time of the stochastic perturbation.
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stochastic evolution equations
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dissipative nonlinearity
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Gaussian and non-Gaussian noise
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neuronal networks
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