Reinhard Hoepfner

most citedOn some ergodicity properties for time inhomogeneous Markov processes with

T

-periodic semigroup

4 citations · 4 across the 4 of their papers we have counts for

collaborators

4 papers

math.PR2010★ 4 cited

On some ergodicity properties for time inhomogeneous Markov processes with $T$ -periodic semigroup

Reinhard Hoepfner, Eva Loecherbach

We consider a time inhomogeneous strong Markov process $(ξ_{t})_{t \geq 0}$ taking values in a Polish state space whose semigroup has a $T$ -periodic structure. We give simple condition…

math.ST2010

Estimating a periodicity parameter in the drift of a time inhomogeneous diffusion

Reinhard Hoepfner, Yury Kutoyants

We consider a diffusion $(ξ_{t})_{t \geq 0}$ whose drift contains some deterministic periodic signal. Its shape being fixed and known, up to scaling in time, the periodicity of the sig…

math.PR2010

To which extent is the membrane potential in a neuron between successive spikes adequately modelled by a (continuous) semimartingale?

Reinhard Hoepfner

We consider $p$ -variations in some membrane potential data --viewed as a function of the step size in case where $p$ is fixed, or viewed as a function of $p$ in case where the step…