1 citations · 1 across the 3 of their papers we have counts for
3 papers
Singular perturbations and asymptotic expansions for SPDEs with an application to term structure models
Sergio Albeverio, Carlo Marinelli, Elisa Mastrogiacomo
We study the dependence of mild solutions to linear stochastic evolution equations on Hilbert space driven by Wiener noise, with drift having linear part of the type $A+\varepsilon…
Small noise asymptotic expansions for stochastic PDE's driven by dissipative nonlinearity and Lévy noise
Sergio Albeverio, Elisa Mastrogiacomo, Boubaker Smii
We study a reaction-diffusion evolution equation perturbed by a space-time Lévy noise. The associated Kolmogorov operator is the sum of the infinitesimal generator of a -semig…
Analysis of the stochastic FitzHugh-Nagumo system
Stefano Bonaccorsi, Elisa Mastrogiacomo
In this paper we study a system of stochastic differential equations with dissipative nonlinearity which arise in certain neurobiology models. Besides proving existence, uniqueness…