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Transition densities for stochastic Hodgkin-Huxley models
Hodgkin-Huxley model degenerate diffusion processes non time homogeneous diffusion processes Malliavin calculus Hormander condition
2012/7/11
We consider a stochastic Hodgkin-Huxley model driven by a periodic signal as model for the membrane potential of a pyramidal neuron. The associated five dimensional diffusion process is a time inhomog...
Asymptotic Expansions of Transition Densities for Hybrid Jump-diffusions
Markov chain jump diffusion hybrid model Poisson process asymptotic expansion
2007/12/11
A class of hybrid jump diffusions modulated by a Markovchain is considered in this work. The motivation stems frominsurance risk models, and emerging applications in productionplanning and wireless co...