Jacobi Processes with Jumps as Neuronal Models: A First Passage Time Analysis
From MaRDI portal
Publication:6202927
DOI10.1137/22m1516877arXiv2205.08237OpenAlexW4391476836MaRDI QIDQ6202927
Laura Sacerdote, Pierre Patie, Giuseppe D'Onofrio
Publication date: 27 February 2024
Published in: SIAM Journal on Applied Mathematics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2205.08237
Markov semigroupsintertwining relationsfirst passage timeinfinitesimal generatorsneuronal modelingnon-local wright-Fisher process
Lua error in Module:PublicationMSCList at line 37: attempt to index local 'msc_result' (a nil value).
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Multivariate Jacobi process with application to smooth transitions
- Cooperative behavior in a jump diffusion model for a simple network of spiking neurons
- Weak convergence of marked point processes generated by crossings of multivariate jump processes. applications to neural network modeling
- The Ornstein-Uhlenbeck process as a model for neuronal activity. I. Mean and variance of the firing time
- Wright-Fisher diffusion bridges
- An interest rate model with upper and lower bounds
- A Monte Carlo method for the simulation of first passage times of diffusion processes
- Polynomial jump-diffusions on the unit simplex
- Bernstein-gamma functions and exponential functionals of Lévy processes
- Wright-Fisher diffusion with negative mutation rates
- On non-local ergodic Jacobi semigroups: spectral theory, convergence-to-equilibrium and contractivity
- Inhibition enhances the coherence in the Jacobi neuronal model
- Data-driven inference for stationary jump-diffusion processes with application to membrane voltage fluctuations in pyramidal neurons
- On interweaving relations
- Fluctuations of Lévy processes with applications. Introductory lectures
- Optimum signal in a simple neuronal model with signal-dependent noise
- An introduction to infinite-dimensional analysis
- Systemes de Levy des processus de Markov
- Diffusion processes and coalescent trees
- Derivatives of any order of the Gaussian hypergeometric function2F1(a,b,c;z) with respect to the parametersa,bandc
- Adding and Subtracting Jumps from Markov Processes
- The Jacobi diffusion process as a neuronal model
- Stochastic Integrate and Fire Models: A Review on Mathematical Methods and Their Applications
- Skip-free Markov chains
- Analysis and Geometry of Markov Diffusion Operators
- Spectral expansions of non-self-adjoint generalized Laguerre semigroups
- The Pearson Diffusions: A Class of Statistically Tractable Diffusion Processes
- The First Passage Problem for a Continuous Markov Process
- Applied stochastic control of jump diffusions
- Bernstein functions. Theory and applications
- The Ornstein-Uhlenbeck neuronal model with signal-dependent noise
- Risk‐neutral pricing techniques and examples
- Weak similarity orbit of (log)‐self‐similar Markov semigroups on the Euclidean space
This page was built for publication: Jacobi Processes with Jumps as Neuronal Models: A First Passage Time Analysis