Small noise asymptotic expansions for stochastic PDE's. I: The case of a dissipative polynomially bounded non linearity
DOI10.2748/TMJ/1325886292zbMATH Open1234.35328OpenAlexW2046135257MaRDI QIDQ765682FDOQ765682
E. Mastrogiacomo, S. Albeverio, Luca Di Persio
Publication date: 21 March 2012
Published in: Tôhoku Mathematical Journal. Second Series (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.2748/tmj/1325886292
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Cited In (12)
- Diffusion processes in thin tubes and their limits on graphs
- Asymptotic expansion for a Black-Scholes model with small noise stochastic jump-diffusion interest rate
- Asymptotic expansion for some local volatility models arising in finance
- Optimal control for the stochastic Fitzhugh-Nagumo model with recovery variable
- Precise Laplace asymptotics for singular stochastic PDEs: the case of 2D gPAM
- A representation of solutions to a scalar conservation law in several dimensions
- Small noise asymptotic expansions for stochastic PDE's driven by dissipative nonlinearity and Lévy noise
- A class of Lévy driven SDEs and their explicit invariant measures
- Optimal control of the FitzHugh-Nagumo stochastic model with nonlinear diffusion
- Asymptotic expansions for SDE's with small multiplicative noise
- Along Paths Inspired by Ludwig Streit: Stochastic Equations for Quantum Fields and Related Systems
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