Affiliation:
1. Dipartimento di Matematica, Università di Trento, via Sommarive 14, 38050 Povo (Trento), Italia
Abstract
In this paper we study a system of stochastic differential equations with dissipative nonlinearity which arise in certain neurobiology models. Besides proving existence, uniqueness and continuous dependence on the initial datum, we shall mainly be concerned with the asymptotic behaviour of the solution. We prove the existence of an invariant ergodic measure ν associated with the transition semigroup Pt; further, we identify its infinitesimal generator in the space L2 (H; ν).
Publisher
World Scientific Pub Co Pte Lt
Subject
Applied Mathematics,Mathematical Physics,Statistics and Probability,Statistical and Nonlinear Physics
Cited by
17 articles.
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