Existence of strong solutions for neuronal network dynamics driven by fractional Brownian motions

DOI10.1142/S0219493710003030zbMATH Open1208.60061arXiv0807.4057MaRDI QIDQ4932793FDOQ4932793

Authors: S. Bonaccorsi, Delio Mugnolo 

Publication date: 7 October 2010

Published in: Stochastics and Dynamics (Search for Journal in Brave)

Abstract: Our investigation is specially motivated by the stochastic version of a common model of potential spread in a dendritic tree. We do not assume the noise in the junction points to be Markovian. In fact, we allow for long-range dependence in time of the stochastic perturbation. This leads to an abstract formulation in terms of a stochastic diffusion with dynamic boundary conditions, featuring fractional Brownian motion. We prove results on existence, uniqueness and asymptotics of weak and strong solutions to such a stochastic differential equation.

Full work available at URL: https://arxiv.org/abs/0807.4057

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zbMATH Keywords

fractional Brownian motioninvariant measuresdiffusion on networkstrong solutions of infinite dimensional stochastic differential equations

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Markov semigroups and applications to diffusion processes (47D07) Boundary value problems on graphs and networks for ordinary differential equations (34B45) Invariant measures for infinite-dimensional dissipative dynamical systems (37L40)

Cites Work

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Cited In (4)

• Adaptation and fatigue model for neuron networks and large time asymptotics in a nonlinear fragmentation equation
• Absolute continuity of the law for solutions of stochastic differential equations with boundary noise
• Stochastic reaction-diffusion equations on networks
• On the parabolic Cauchy problem for quantum graphs with vertex noise

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