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math.PR2014
Simulation of SPDE's for Excitable Media using Finite Elements
Boulakia Muriel, Genadot Alexandre, Thieullen Michèle
In this paper, we address the question of the discretization of Stochastic Partial Differential Equations (SPDE's) for excitable media. Working with SPDE's driven by colored noise,…
math.PR2014★ 6 cited
Strongly degenerate time inhomogeneous SDEs: densities and support properties. Application to a Hodgkin-Huxley system with periodic input
Reinhard Höpfner, E. Löcherbach, M. Thieullen
In this paper we study the existence of densities for strongly degenerate stochastic differential equations (SDEs) whose coefficients depend on time and are not globally Lipschitz.…