Dissipative stochastic evolution equations ...
Type de document :
Pré-publication ou Document de travail
Titre :
Dissipative stochastic evolution equations driven by general Gaussian and non-Gaussian noise
Auteur(s) :
Bonaccorsi, Stefano [Auteur]
Department of mathematics/Dipartimento di Matematica [Univ. Trento]
Tudor, Ciprian [Auteur]
Laboratoire Paul Painlevé - UMR 8524 [LPP]
Department of mathematics/Dipartimento di Matematica [Univ. Trento]
Tudor, Ciprian [Auteur]
Laboratoire Paul Painlevé - UMR 8524 [LPP]
Discipline(s) HAL :
Mathématiques [math]/Probabilités [math.PR]
Mathématiques [math]/Equations aux dérivées partielles [math.AP]
Mathématiques [math]/Equations aux dérivées partielles [math.AP]
Résumé en anglais : [en]
We study a class of stochastic evolution equations with a dissipative forcing nonlinearity and additive noise. The noise is assumed to satisfy rather general assumptions about the form of the covariance function; our ...
Lire la suite >We study a class of stochastic evolution equations with a dissipative forcing nonlinearity and additive noise. The noise is assumed to satisfy rather general assumptions about the form of the covariance function; our framework covers examples of Gaussian processes, like fractional and bifractional Brownian motion and also non Gaussian examples like the Hermite process. We give an application of our results to the study of the stochastic version of a common model of potential spread in a dendritic tree. Our investigation is specially motivated by possibility to introduce long-range dependence in time of the stochastic perturbation.Lire moins >
Lire la suite >We study a class of stochastic evolution equations with a dissipative forcing nonlinearity and additive noise. The noise is assumed to satisfy rather general assumptions about the form of the covariance function; our framework covers examples of Gaussian processes, like fractional and bifractional Brownian motion and also non Gaussian examples like the Hermite process. We give an application of our results to the study of the stochastic version of a common model of potential spread in a dendritic tree. Our investigation is specially motivated by possibility to introduce long-range dependence in time of the stochastic perturbation.Lire moins >
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Anglais
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- BONACCORSI-TUDOR-arxiv.pdf
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- 0911.4092
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