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Noise Shaping in Neural Populations with Global Delayed Feedback

O. Ávila Åkerberg, M. J. Chacron (2010)

Mathematical Modelling of Natural Phenomena

The interplay between intrinsic and network dynamics has been the focus of many investigations. Here we use a combination of theoretical and numerical approaches to study the effects of delayed global feedback on the information transmission properties of neural networks. Specifically, we compare networks of neurons that display intrinsic interspike interval correlations (nonrenewal) to networks that do not (renewal). We find that excitatory and...

Numerical algorithms for backward stochastic differential equations with 1-d brownian motion: Convergence and simulations***

Shige Peng, Mingyu Xu (2011)

ESAIM: Mathematical Modelling and Numerical Analysis

In this paper we study different algorithms for backward stochastic differential equations (BSDE in short) basing on random walk framework for 1-dimensional Brownian motion. Implicit and explicit schemes for both BSDE and reflected BSDE are introduced. Then we prove the convergence of different algorithms and present simulation results for different types of BSDEs.

Numerical algorithms for backward stochastic differential equations with 1-d brownian motion: Convergence and simulations***

Shige Peng, Mingyu Xu (2011)

ESAIM: Mathematical Modelling and Numerical Analysis

In this paper we study different algorithms for backward stochastic differential equations (BSDE in short) basing on random walk framework for 1-dimensional Brownian motion. Implicit and explicit schemes for both BSDE and reflected BSDE are introduced. Then we prove the convergence of different algorithms and present simulation results for different types of BSDEs.

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