Small noise asymptotic expansions for stochastic PDE's driven by dissipative nonlinearity and Lévy noise
From MaRDI portal
Publication:2444634
DOI10.1016/j.spa.2013.01.013zbMath1291.35452arXiv1212.5804MaRDI QIDQ2444634
Elisa Mastrogiacomo, Boubaker Smii, Sergio A. Albeverio
Publication date: 10 April 2014
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1212.5804
Lévy processes; asymptotic expansions; dissipative systems; stochastic PDEs; small noise; polynomially bounded nonlinearity; stochastic Fitzhugh-Nagumo system; Lévy space time noise
35K57: Reaction-diffusion equations
92B20: Neural networks for/in biological studies, artificial life and related topics
35C20: Asymptotic expansions of solutions to PDEs
60H15: Stochastic partial differential equations (aspects of stochastic analysis)
35R60: PDEs with randomness, stochastic partial differential equations
Related Items
Asymptotic expansion of the transition density of the semigroup associated to a SDE driven by Lévy noise, A class of Lévy driven SDEs and their explicit invariant measures, Precise Laplace asymptotics for singular stochastic PDEs: the case of 2D gPAM, Asymptotic expansions for SDE's with small multiplicative noise
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Strong uniqueness for both Dirichlet operators and stochastic dynamics to Gibbs measures on a path space with exponential interactions
- Small noise asymptotic expansions for stochastic PDE's. I: The case of a dissipative polynomially bounded non linearity
- Asymptotic expansions for the Laplace approximations for Itô functionals of Brownian rough paths
- Smoluchowski-Kramers approximation for a general class of SPDEs
- Large deviation estimates in the stochastic quantization of \(\phi ^ 4_ 2\)
- SPDE in hydrodynamic: Recent progress and prospects. Lectures given at the C.I.M.E. summer school, Cetraro, Italy, August 29--September 3, 2005
- The dawning of the age of stochasticity
- Explicit representation of strong solutions of SDEs driven by infinite-dimensional Lévy processes
- The Feynman graph representation of convolution semigroups and its applications to Lévy statistics
- Existence of mild solutions for stochastic differential equations and semilinear equations with non-Gaussian Lévy noise
- Stochastic partial differential equations. A modeling, white noise functional approach
- Stochastic FitzHugh-Nagumo equations on networks with impulsive noise
- On the stochastic quantization of field theory
- Analysis of Wiener functionals (Malliavin calculus) and its applications to heat kernels
- Introduction to the theory of (non-symmetric) Dirichlet forms
- Parabolic Ito equations with monotone nonlinearities
- Selfadjointness of some infinite-dimensional elliptic operators and application to stochastic quantization
- Differentiability of Markov semigroups for stochastic reaction-diffusion equations and applications to control
- Parabolic SPDEs driven by Poisson white noise
- A function space large deviation principle for certain stochastic integrals
- Some non-linear s. p. d. e's that are second order in time
- Stochastic partial differential equations driven by Lévy space-time white noise.
- Diffusion approximation of nuclear space-valued stochastic differential equations driven by Poisson random measures
- Stochastic differential equations in infinite dimensions: Solutions via Dirichlet forms
- A model of the term structure of interest rates based on Lévy fields
- Interest rate models: an infinite dimensional stochastic analysis perspective
- Asymptotic expansions for the Laplace approximations of sums of Banach space-valued random variables
- Differential equation s in abstract spaces
- Stochastic partial differential equations driven by Lévy space-time white noise
- The Trace Formula for the Heat Semigroup with Polynomial Potential
- Uniqueness in Law of the Itô Integral with Respect to Lévy Noise
- Some Methods of Infinite Dimensional Analysis in Hydrodynamics: An Introduction
- Absolutely Continuous Laws of Jump-Diffusions in Finite and Infinite Dimensions with Applications to Mathematical Finance
- Itô formula for stochastic integrals w.r.t. compensated Poisson random measures on separable Banach spaces
- How to determine the law of the solution to a stochastic partial differential equation driven by a Lévy space-time noise?
- Analytical and Simulation Results for the Stochastic Spatial Fitzhugh-Nagumo Model Neuron
- ANALYSIS OF THE STOCHASTIC FITZHUGH–NAGUMO SYSTEM
- Credit risk with infinite dimensional Lévy processes
- Lévy Processes and Stochastic Calculus
- Introduction to Theoretical Neurobiology
- Parabolic Ito Equations
- CONVOLUTED GENERALIZED WHITE NOISE, SCHWINGER FUNCTIONS AND THEIR ANALYTIC CONTINUATION TO WIGHTMAN FUNCTIONS
- Foundations of Modern Probability
- Random perturbations of the reduced Fitzhugh-Nagumo equation
- Stochastic Integrals and the Lévy–Ito Decomposition Theorem on Separable Banach Spaces
- ASYMPTOTICS OF INFINITE-DIMENSIONAL INTEGRALS WITH RESPECT TO SMOOTH MEASURES I
- Ergodicity for Infinite Dimensional Systems
- Sharp Laplace Asymptotics For a Parabolic SPDE
- Asymptotic expansions for ornstein-uhlenbeck semigroups perturbed by potentials over banach spaces
- SYSTEMS OF CLASSICAL PARTICLES IN THE GRAND CANONICAL ENSEMBLE, SCALING LIMITS AND QUANTUM FIELD THEORY
- Stochastic Partial Differential Equations with Levy Noise
- Analysis of a FitzHugh–Nagumo–Rall model of a neuronal network
- Some Asymptotic Formulas for Wiener Integrals
- Analytic functions, Cauchy formula, and stationary phase on a real abstract Wiener space
- Stochastic Equations in Infinite Dimensions
