Small noise asymptotic expansions for stochastic PDE's. I: The case of a dissipative polynomially bounded non linearity

DOI10.2748/TMJ/1325886292MaRDI QIDQ765682zbMATH OpenOpenAlexFDO

Authors Luca Di Persio, E. Mastrogiacomo, S. Albeverio

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

zbMATH Keywords

asymptotic expansionsdissipative systemsreaction-diffusion equationsstochastic FitzHugh-Nagumo systempolynomially bounded nonlinearity

Mathematics Subject Classification ID

Neural networks for/in biological studies, artificial life and related topics (92B20) Asymptotic expansions of solutions to PDEs (35C20) Reaction-diffusion equations (35K57) PDEs with randomness, stochastic partial differential equations (35R60)

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Cited in

(13)

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• A class of Lévy driven SDEs and their explicit invariant measures
• Asymptotic expansions for SDE's with small multiplicative noise
• Optimal control of the FitzHugh-Nagumo stochastic model with nonlinear diffusion
• scientific article; zbMATH DE number 3976023 (Why is no real title available?)
• Diffusion processes in thin tubes and their limits on graphs
• Asymptotic expansion for some local volatility models arising in finance
• Dissipative stochastic evolution equations driven by general Gaussian and non-Gaussian noise
• Precise Laplace asymptotics for singular stochastic PDEs: the case of 2D gPAM
• Optimal control for the stochastic Fitzhugh-Nagumo model with recovery variable
• Asymptotic expansion for a Black-Scholes model with small noise stochastic jump-diffusion interest rate
• A representation of solutions to a scalar conservation law in several dimensions
• Along paths inspired by Ludwig Streit: stochastic equations for quantum fields and related systems

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