A stochastic version of the jansen and rit neural mass model: analysis and numerics
From MaRDI portal
(Redirected from Publication:723672)
asymptotic behaviourstochastic Hamiltonian systemJansen and Rit neural mass modelstochastic splitting schemes
Neural biology (92C20) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Asymptotic properties of solutions to ordinary differential equations (34D05) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30)
Recommendations
Cites work
- scientific article; zbMATH DE number 1201579 (Why is no real title available?)
- scientific article; zbMATH DE number 3438157 (Why is no real title available?)
- scientific article; zbMATH DE number 1983334 (Why is no real title available?)
- scientific article; zbMATH DE number 951459 (Why is no real title available?)
- scientific article; zbMATH DE number 2114382 (Why is no real title available?)
- scientific article; zbMATH DE number 6125590 (Why is no real title available?)
- scientific article; zbMATH DE number 2199827 (Why is no real title available?)
- scientific article; zbMATH DE number 3195740 (Why is no real title available?)
- A Lie algebraic approach to numerical integration of stochastic differential equations
- A Perturbation Theory for Ergodic Markov Chains and Application to Numerical Approximations
- A mathematical theory of the functional dynamics of cortical and thalamic nervous tissue
- A model of the spatial-temporal characteristics of the alpha rhythm
- Bifurcation Analysis of Jansen's Neural Mass Model
- Electroencephalogram and visual evoked potential generation in a mathematical model of coupled cortical columns
- Ergodic Properties of Markov Processes
- Ergodicity for Infinite Dimensional Systems
- Ergodicity for SDEs and approximations: locally Lipschitz vector fields and degenerate noise.
- Ergodicity of dissipative differential equations subject to random impulses
- Functional estimation for density, regression models and processes.
- Geometric Numerical Integration
- Lectures on topics in stochastic differential equations
- Long-run accuracy of variational integrators in the stochastic context
- Molecular dynamics. With deterministic and stochastic numerical methods
- Multi-step methods for random ODEs driven by Itô diffusions
- Noise-induced transitions. Theory and applications in physics, chemistry, and biology
- Numerical simulation of a linear stochastic oscillator with additive noise
- Performance of a model for a local neuron population
- Quasi-symplectic methods for Langevin-type equations
- Random dynamics of the Morris–Lecar neural model
- Realistically Coupled Neural Mass Models Can Generate EEG Rhythms
- Stability of regime-switching stochastic differential equations
- Stochastic differential equations and applications.
- Stochastic ferromagnetism. Analysis and numerics
- The Langevin equation. With applications to stochastic problems in physics, chemistry and electrical engineering.
- The Malliavin Calculus and Related Topics
- The computation of averages from equilibrium and nonequilibrium Langevin molecular dynamics
- Variance Reduction Methods for Simulation of Densities on Wiener Space
Cited in
(13)- Non-asymptotic statistical tests of the diffusion coefficient of stochastic differential equations
- A new class of structure-preserving stochastic exponential Runge-Kutta integrators for stochastic differential equations
- A review on neural mass models based on J\&R model
- Density estimates and short-time asymptotics for a hypoelliptic diffusion process
- Diffusion approximation of multi-class Hawkes processes: theoretical and numerical analysis
- Bifurcation Analysis of Jansen's Neural Mass Model
- Parametric inference for hypoelliptic ergodic diffusions with full observations
- Qualitative properties of different numerical methods for the inhomogeneous geometric Brownian motion
- Parameter estimation with increased precision for elliptic and hypo-elliptic diffusions
- Spectral density-based and measure-preserving ABC for partially observed diffusion processes. An illustration on Hamiltonian SDEs
- Parameter estimation in nonlinear multivariate stochastic differential equations based on splitting schemes
- General order conditions for stochastic partitioned Runge-Kutta methods
- A splitting method for SDEs with locally Lipschitz drift: illustration on the FitzHugh-Nagumo model
This page was built for publication: A stochastic version of the jansen and rit neural mass model: analysis and numerics
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q723672)