4 citations · 6 across the 6 of their papers we have counts for
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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…
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…
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.