Strongly degenerate time inhomogeneous SDEs: densities and support properties. Application to Hodgkin-Huxley type systems
From MaRDI portal
Publication:2405117
DOI10.3150/16-BEJ820zbMath1388.60096arXiv1410.0341OpenAlexW2612748941MaRDI QIDQ2405117
Michèle Thieullen, Eva Löcherbach, Reinhard Hoepfner
Publication date: 21 September 2017
Published in: Bernoulli (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1410.0341
Malliavin calculussupport theoremdegenerate diffusion processesHodgkin-Huxley systemlocal Hörmander conditiontime inhomogeneous diffusion processes
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic calculus of variations and the Malliavin calculus (60H07)
Related Items
Tube estimates for diffusion processes under a weak Hörmander condition ⋮ The equality cases of the Ehrhard-Borell inequality ⋮ Ergodicity and limit theorems for degenerate diffusions with time periodic drift. Application to a stochastic Hodgkin−Huxley model ⋮ Convergence of the kinetic annealing for general potentials ⋮ On the Generalized Langevin Equation for Simulated Annealing ⋮ Existence of geometric ergodic periodic measures of stochastic differential equations ⋮ Positive Harris recurrence for degenerate diffusions with internal variables and randomly perturbed time-periodic input ⋮ Density functions of distribution dependent SDEs driven by Lévy noises ⋮ Local asymptotic normality for shape and periodicity of a signal in the drift of a degenerate diffusion with internal variables ⋮ Ergodicity for a stochastic Hodgkin-Huxley model driven by Ornstein-Uhlenbeck type input ⋮ Polynomials under Ornstein-Uhlenbeck noise and an application to inference in stochastic Hodgkin-Huxley systems ⋮ Ergodic numerical approximation to periodic measures of stochastic differential equations ⋮ Expected exit time for time-periodic stochastic differential equations and applications to stochastic resonance
