A stochastic model of neural response
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(44)- Infinite dimensional stochastic differential equation models for spatially distributed neurons
- Eigenfunction expansions for infinite dimensional Ornstein-Uhlenbeck processes
- Variations de champs Gaussiens stationnaires: Application à l'idéntification. (Variations of stationary Gaussian fields: Application to identification)
- Some interesting processes arising as heavy traffic limits in an M/M/\(\infty\) storage process
- One dimensional stochastic partial differential equations and the branching measure diffusion
- On infinite series of independent Ornstein-Uhlenbeck processes
- Physiological constraints on the formal representation of neurons
- Qualitative behaviour of solutions of stochastic reaction-diffusion equations
- Unpredictability of an exit time
- On almost sure limit inferior for B-valued stochastic processes and applications
- On the orthogonal representation of generalized random fields
- Asymptotic exponential stability for diffusion processes driven by stochastic differential equations in duals of nuclear spaces
- Elliptic boundary value problems with Gaussian white noise loads
- How well do mean field theories of spiking quadratic-integrate-and-fire networks work in realistic parameter regimes?
- Stochastic differential equation models for spatially distributed neurons and propagation of chaos for interacting systems
- Malliavin calculus for parabolic SPDEs with jumps.
- The roughness and smoothness of numerical solutions to the stochastic heat equation
- On a class of stochastic fractional kinetic equation with fractional noise
- Normal approximation of the solution to the stochastic heat equation with Lévy noise
- High-frequency analysis of parabolic stochastic PDEs
- Weak approximation of the complex Brownian sheet from a Lévy sheet and applications to SPDEs
- Nonparametric estimation for linear SPDEs from local measurements
- Path properties of kernel generated two-time parameter Gaussian processes
- Stochastic PDEs with heavy-tailed noise
- Space-time fractional stochastic equations on regular bounded open domains
- Quantum stochastic cable equation acting on functionals of discrete-time normal martingales
- Functional limit theorems for the infinite series of OU processes in Hölder norm
- Theorème central limite de renormalisation pour des procéssus d'ornstein uhlenbeck generalisés
- Existence, uniqueness and regularity w.r.t. the initial condition of mild solutions of SPDEs driven by Poisson noise
- Stochastic Differential Equations in White Noise Space
- Two-parameter diffusions random fields
- Dirichlet forms: Some infinite‐dimensional examples
- A note on parameter estimation for discretely sampled SPDEs
- Fractional kinetic equations driven by Gaussian or infinitely divisible noise
- Inference for stochastic neuronal models
- Inference for stochastic neuronal models
- Continuity of \(l^2\)-valued two-parameter Ornstein-Uhlenbeck processes
- Parameter estimation for semilinear SPDEs from local measurements
- Some properties of fractional kinetic equation with Gaussian noise rough in space
- Optimal parameter estimation for linear SPDEs from multiple measurements
- Onset of pattern formation for the stochastic Allen-Cahn equation
- The interspike interval of a cable model neuron with white noise input
- Random currents through nerve membranes. I. Uniform Poisson or white noise current in one-dimensional cables
- SPDEs driven by Poisson random measure with non Lipschitz coefficients: existence results
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