Shot noise, weak convergence and diffusion approximations
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Publication:2077868
DOI10.1016/j.physd.2021.132845zbMath1485.92027arXiv2005.06067OpenAlexW3025390326WikidataQ114141969 ScholiaQ114141969MaRDI QIDQ2077868
Massimiliano Tamborrino, Petr Lansky
Publication date: 22 February 2022
Published in: Physica D (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2005.06067
Lévy processesLévy-driven Ornstein-Uhlenbecknon-Gaussian Ornstein-UhlenbeckOrnstein-Uhlenbeck-gamma processOrnstein-Uhlenbeck-inverse Gaussian processsingle neuron modelling
Processes with independent increments; Lévy processes (60G51) Neural biology (92C20) Diffusion processes (60J60) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55)
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