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Privault N, Thieullen M. Closed-form modeling of neuronal spike train statistics using multivariate Hawkes cumulants. Phys Rev E 2022;106:054410. [PMID: 36559454 DOI: 10.1103/physreve.106.054410] [Citation(s) in RCA: 0] [Impact Index Per Article: 0] [Reference Citation Analysis] [What about the content of this article? (0)] [Affiliation(s)] [Abstract] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Received: 02/14/2022] [Accepted: 10/27/2022] [Indexed: 06/17/2023]
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Höpfner R, Löcherbach E, Thieullen M. Strongly degenerate time inhomogeneous SDEs: Densities and support properties. Application to Hodgkin–Huxley type systems. BERNOULLI 2017. [DOI: 10.3150/16-bej820] [Citation(s) in RCA: 7] [Impact Index Per Article: 1.0] [Reference Citation Analysis] [What about the content of this article? (0)] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Indexed: 11/19/2022]
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Thieullen M, Vigot A. Iterated Stochastic Processes: Simulation and Relationship with High Order Partial Differential Equations. Methodol Comput Appl Probab 2017. [DOI: 10.1007/s11009-015-9469-0] [Citation(s) in RCA: 1] [Impact Index Per Article: 0.1] [Reference Citation Analysis] [What about the content of this article? (0)] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Indexed: 11/24/2022]
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Höpfner R, Löcherbach E, Thieullen M. Ergodicity and limit theorems for degenerate diffusions with time periodic drift. Application to a stochastic Hodgkin−Huxley model. ESAIM-PROBAB STAT 2016. [DOI: 10.1051/ps/2016020] [Citation(s) in RCA: 9] [Impact Index Per Article: 1.1] [Reference Citation Analysis] [What about the content of this article? (0)] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Indexed: 11/15/2022]
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Pakdaman K, Thieullen M, Wainrib G. Fluid limit theorems for stochastic hybrid systems with application to neuron models. ADV APPL PROBAB 2016. [DOI: 10.1239/aap/1282924062] [Citation(s) in RCA: 59] [Impact Index Per Article: 7.4] [Reference Citation Analysis] [What about the content of this article? (0)] [Abstract] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Indexed: 11/18/2022]
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Höpfner R, Löcherbach E, Thieullen M. Ergodicity for a stochastic Hodgkin–Huxley model driven by Ornstein–Uhlenbeck type input. Ann Inst H Poincaré Probab Statist 2016. [DOI: 10.1214/14-aihp647] [Citation(s) in RCA: 5] [Impact Index Per Article: 0.6] [Reference Citation Analysis] [What about the content of this article? (0)] [Track Full Text] [Subscribe] [Scholar Register] [Indexed: 11/19/2022]
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Genadot A, Thieullen M. Averaging for a Fully Coupled Piecewise-Deterministic Markov Process in Infinite Dimensions. ADV APPL PROBAB 2016. [DOI: 10.1239/aap/1346955263] [Citation(s) in RCA: 9] [Impact Index Per Article: 1.1] [Reference Citation Analysis] [What about the content of this article? (0)] [Abstract] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Indexed: 11/18/2022]
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Riedler MG, Thieullen M. Spatio-temporal hybrid (PDMP) models: Central limit theorem and Langevin approximation for global fluctuations. Application to electrophysiology. BERNOULLI 2015. [DOI: 10.3150/13-bej583] [Citation(s) in RCA: 3] [Impact Index Per Article: 0.3] [Reference Citation Analysis] [What about the content of this article? (0)] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Indexed: 11/19/2022]
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Faugeras O, Thieullen M. Editorial for the special issue on uncertainty in the brain. J Math Neurosci 2014;4:7. [PMID: 24742109 PMCID: PMC3991877 DOI: 10.1186/2190-8567-4-7] [Citation(s) in RCA: 0] [Impact Index Per Article: 0] [Reference Citation Analysis] [What about the content of this article? (0)] [Affiliation(s)] [Track Full Text] [Subscribe] [Scholar Register] [Received: 01/17/2014] [Accepted: 03/14/2014] [Indexed: 06/03/2023]
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Genadot A, Thieullen M. Multiscale Piecewise Deterministic Markov Process in infinite dimension: central limit theorem and Langevin approximation. ESAIM-PROBAB STAT 2014. [DOI: 10.1051/ps/2013051] [Citation(s) in RCA: 5] [Impact Index Per Article: 0.5] [Reference Citation Analysis] [What about the content of this article? (0)] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Indexed: 11/14/2022]
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Samson A, Thieullen M. A contrast estimator for completely or partially observed hypoelliptic diffusion. Stoch Process Their Appl 2012. [DOI: 10.1016/j.spa.2012.04.006] [Citation(s) in RCA: 13] [Impact Index Per Article: 1.1] [Reference Citation Analysis] [What about the content of this article? (0)] [Track Full Text] [Journal Information] [Submit a Manuscript] [Subscribe] [Scholar Register] [Indexed: 10/28/2022]
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Pakdaman K, Thieullen M, Wainrib G. Asymptotic expansion and central limit theorem for multiscale piecewise-deterministic Markov processes. Stoch Process Their Appl 2012. [DOI: 10.1016/j.spa.2012.03.005] [Citation(s) in RCA: 13] [Impact Index Per Article: 1.1] [Reference Citation Analysis] [What about the content of this article? (0)] [Track Full Text] [Journal Information] [Submit a Manuscript] [Subscribe] [Scholar Register] [Indexed: 11/26/2022]
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Riedler M, Thieullen M, Wainrib G. Limit theorems for infinite-dimensional piecewise deterministic Markov processes. Applications to stochastic excitable membrane models. ELECTRON J PROBAB 2012. [DOI: 10.1214/ejp.v17-1946] [Citation(s) in RCA: 17] [Impact Index Per Article: 1.4] [Reference Citation Analysis] [What about the content of this article? (0)] [Affiliation(s)] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Indexed: 11/19/2022]
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Wainrib G, Thieullen M, Pakdaman K. Intrinsic variability of latency to first-spike. Biol Cybern 2010;103:43-56. [PMID: 20372920 DOI: 10.1007/s00422-010-0384-8] [Citation(s) in RCA: 9] [Impact Index Per Article: 0.6] [Reference Citation Analysis] [What about the content of this article? (0)] [Affiliation(s)] [Abstract] [MESH Headings] [Track Full Text] [Subscribe] [Scholar Register] [Received: 07/31/2009] [Accepted: 03/12/2010] [Indexed: 05/29/2023]
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Pakdaman K, Thieullen M, Wainrib G. Diffusion approximation of birth–death processes: Comparison in terms of large deviations and exit points. Stat Probab Lett 2010. [DOI: 10.1016/j.spl.2010.03.006] [Citation(s) in RCA: 6] [Impact Index Per Article: 0.4] [Reference Citation Analysis] [What about the content of this article? (0)] [Track Full Text] [Journal Information] [Submit a Manuscript] [Subscribe] [Scholar Register] [Indexed: 10/19/2022]
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Mikami T, Thieullen M. Duality theorem for the stochastic optimal control problem. Stoch Process Their Appl 2006. [DOI: 10.1016/j.spa.2006.04.014] [Citation(s) in RCA: 21] [Impact Index Per Article: 1.2] [Reference Citation Analysis] [What about the content of this article? (0)] [Track Full Text] [Journal Information] [Submit a Manuscript] [Subscribe] [Scholar Register] [Indexed: 10/24/2022]
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Peccati G, Thieullen M, Tudor CA. Martingale structure of Skorohod integral processes. ANN PROBAB 2006. [DOI: 10.1214/009117905000000756] [Citation(s) in RCA: 4] [Impact Index Per Article: 0.2] [Reference Citation Analysis] [What about the content of this article? (0)] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Indexed: 11/19/2022]
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Roelly S, Thieullen M. Duality formula for the bridges of a Brownian diffusion: Application to gradient drifts. Stoch Process Their Appl 2005. [DOI: 10.1016/j.spa.2005.04.010] [Citation(s) in RCA: 10] [Impact Index Per Article: 0.5] [Reference Citation Analysis] [What about the content of this article? (0)] [Track Full Text] [Journal Information] [Submit a Manuscript] [Subscribe] [Scholar Register] [Indexed: 11/30/2022]
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Thieullen M, Zambrini JC. Symmetries in the stochastic calculus of variations. Probab Theory Relat Fields 1997. [DOI: 10.1007/s004400050091] [Citation(s) in RCA: 28] [Impact Index Per Article: 1.0] [Reference Citation Analysis] [What about the content of this article? (0)] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Indexed: 11/24/2022]
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Thieullen M. Second order stochastic differential equations and non-Gaussian reciprocal diffusions. Probab Theory Relat Fields 1993. [DOI: 10.1007/bf01199322] [Citation(s) in RCA: 12] [Impact Index Per Article: 0.4] [Reference Citation Analysis] [What about the content of this article? (0)] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Indexed: 10/25/2022]
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Thieullen M. Calcul stochastique non adapté pour des processus à deux paramètres: formules de changement de variables de type Stratonovitch et de type Skorohod. Probab Theory Relat Fields 1991. [DOI: 10.1007/bf01199789] [Citation(s) in RCA: 5] [Impact Index Per Article: 0.2] [Reference Citation Analysis] [What about the content of this article? (0)] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Indexed: 11/28/2022]
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