CUDA new delete

Can someone give a clear explanation of how the new and delete keywords would behave if called from __device__ or __global__ code in CUDA 4.2?

Where does the memory get allocated, if its on the device is it local or global?

It terms of context of the problem I am trying to create neural networks on the GPU, I want a linked representation (Like a linked list, but each neuron stores a linked list of connections that hold weights, and pointers to the other neurons), I know I could allocate using cudaMalloc before the kernel launch but I want the kernel to control how and when the networks are created.

Thanks!