A result on the first-passage time of an Ornstein-Uhlenbeck process (Q2471253): Difference between revisions

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+https://doi.org/10.1016/j.spl.2007.04.015
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+Survival models based on the Ornstein-Uhlenbeck process
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+Representations of the First Hitting Time Density of an Ornstein-Uhlenbeck Process<sup>1</sup>
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+A Theory of the Term Structure of Interest Rates
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+On the comparison of Feller and Ornstein-Uhlenbeck models for neural activity
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+Path dependent options on yields in the affine term structure model
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+The Ornstein-Uhlenbeck process as a model for neuronal activity. I. Mean and variance of the firing time
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+A first-passage-time analysis of the periodically forced noisy leaky integrate-and-fire model
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+A spatial stochastic neuronal model with Ornstein-Uhlenbeck input current
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+Probability with Martingales
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+Publication:2471253