Dissipative stochastic evolution equations driven by general Gaussian and non-Gaussian noise (Q657765)

From MaRDI portal
scientific article
Language Label Description Also known as
English
Dissipative stochastic evolution equations driven by general Gaussian and non-Gaussian noise
scientific article

    Statements

    Dissipative stochastic evolution equations driven by general Gaussian and non-Gaussian noise (English)
    0 references
    0 references
    0 references
    10 January 2012
    0 references
    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.
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    stochastic evolution equations
    0 references
    dissipative nonlinearity
    0 references
    Gaussian and non-Gaussian noise
    0 references
    neuronal networks
    0 references
    0 references
    0 references