4 citations · 6 across the 6 of their papers we have counts for
6 papers
On some ergodicity properties for time inhomogeneous Markov processes with -periodic semigroup
Reinhard Hoepfner, Eva Loecherbach
We consider a time inhomogeneous strong Markov process taking values in a Polish state space whose semigroup has a -periodic structure. We give simple condition…
Estimating a periodicity parameter in the drift of a time inhomogeneous diffusion
Reinhard Hoepfner, Yury Kutoyants
We consider a diffusion whose drift contains some deterministic periodic signal. Its shape being fixed and known, up to scaling in time, the periodicity of the sig…
To which extent is the membrane potential in a neuron between successive spikes adequately modelled by a (continuous) semimartingale?
Reinhard Hoepfner
We consider -variations in some membrane potential data --viewed as a function of the step size in case where is fixed, or viewed as a function of in case where the step…
On LAN for parametrized continuous periodic signals in a time inhomogeneous diffusion
Reinhard Hoepfner, Yury Kutoyants
We consider a diffusion whose drift involves a -periodic signal. is fixed and known, whereas the signal depends on an unknown -dimensional parameter $\va…
A time inhomogeneous Cox-Ingersoll-Ross diffusion with jumps
Reinhard Hoepfner
We consider a time inhomogeneous Cox-Ingersoll-Ross diffusion with positive jumps. We exploit a branching property to prove existence of a unique strong solution under a restrictiv…
An extension of the Yamada-Watanabe condition for pathwise uniqueness to stochastic differential equations with jumps
Reinhard Hoepfner
We extend the Yamada-Watanabe condition for pathwise uniqueness to stochastic differential equations with jumps, in the special case where small jumps are summable.