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Transition densities for stochastic Hodgkin-Huxley models
Hodgkin-Huxley model degenerate diffusion processes non time homogeneous diffusion processes Malliavin calculus Hormander condition
2012/7/11
We consider a stochastic Hodgkin-Huxley model driven by a periodic signal as model for the membrane potential of a pyramidal neuron. The associated five dimensional diffusion process is a time inhomog...
Positivity of Brownian Transition Densities
Transition Densities Brownian Motion Eigenvalue Expansion Fine Topology Regular Points
2009/5/8
Let $B$ be a Borel subset of $R^d$ and let $p(t,x,y)$ be the transition densities of Brownian motion killed on leaving $B$. Fix $x$ and $y$ in $B$. If $p(t,x,y)$ is positive for one $t$, it is positiv...
Asymptotic Expansions of Transition Densities for Hybrid Jump-diffusions
Markov chain jump diffusion hybrid model Poisson process asymptotic expansion
2007/12/11
A class of hybrid jump diffusions modulated by a Markovchain is considered in this work. The motivation stems frominsurance risk models, and emerging applications in productionplanning and wireless co...
Transition Densities for Interest Rate and Other Nonlinear Diffusions
Transition Densities Interest Rate Other Nonlinear Diffusions
2014/3/13
Transition Densities for Interest Rate and Other Nonlinear Diffusions.