Analysis of the stochastic FitzHugh-Nagumo system

被引:19
作者
Bonaccorsi, Stefano [1 ]
Mastrogiacomo, Elisa [1 ]
机构
[1] Univ Trent, Dipartimento Matemat, I-38050 Trento, Italy
关键词
stochastic FitzHugh-Nagumo system; invariant measures; Wiener process; transition semigroup; Kolmogorov operator;
D O I
10.1142/S0219025708003191
中图分类号
O29 [应用数学];
学科分类号
070104 ;
摘要
In this paper we study a system of stochastic differential equations with dissipative non-linearity which arise incertain neurobiology models. Besides proving existence,unique ness 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 nu associated with the transition semigroup P-t; further, we identify its infinitesimal generator in the space L-2 (H;nu).
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页码:427 / 446
页数:20
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