Výsledky vyhledávání - "Höpfner, R."

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Ergodicity and limit theorems for degenerate diffusions with time periodic drift. Applications to a stochastic Hodgkin-Huxley model

Autor: Höpfner, R., Löcherbach, E., Thieullen, M.

We formulate simple criteria for positive Harris recurrence of strongly degenerate stochastic differential equations with smooth coefficients when the drift depends on time and space and is periodic in the time argument. There is no time dependence i

Externí odkaz: http://arxiv.org/abs/1503.01648

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Ergodicity for a stochastic Hodgkin-Huxley model driven by Ornstein-Uhlenbeck type input

Autor: Höpfner, R., Löcherbach, E., Thieullen, M.

We consider a model describing a neuron and the input it receives from its dendritic tree when this input is a random perturbation of a periodic deterministic signal, driven by an Ornstein-Uhlenbeck process. The neuron itself is modeled by a variant

Externí odkaz: http://arxiv.org/abs/1311.3458

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Transition densities for strongly degenerate time inhomogeneous random models

Autor: Höpfner, R., Löcherbach, E., Thieullen, M.

In this paper we study the existence of densities for strongly degenerate stochastic differential equations whose coefficients depend on time and are not globally Lipschitz. In these models neither local ellipticity nor the strong H\"ormander conditi

Externí odkaz: http://arxiv.org/abs/1310.7373

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