ANALYSIS OF THE STOCHASTIC FITZHUGH–NAGUMO SYSTEM

Author:

BONACCORSI STEFANO1,MASTROGIACOMO ELISA1

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

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