Fractionally integrated Gauss-Markov processes and applications (Q2038125): Difference between revisions

@@ Property / arXiv ID @@
+.08167
@@ Property / arXiv ID: 1905.08167 / rank @@
+Normal rank
@@ Property / cites work @@
+The mean of the running maximum of an integrated Gauss–Markov process and the connection with its first-passage time
+Normal rank
@@ Property / cites work @@
+An inverse first-passage problem for one-dimensional diffusions with random starting point
+Normal rank
@@ Property / cites work @@
+Dynamic models of long-memory processes driven by Lévy noise
+Normal rank
@@ Property / cites work @@
+Fractional queues with catastrophes and their transient behaviour
+Normal rank
@@ Property / cites work @@
+On a stochastic neuronal model integrating correlated inputs
+Normal rank
@@ Property / cites work @@
+Integrated OU Processes and Non‐Gaussian OU‐based Stochastic Volatility Models
+Normal rank
@@ Property / cites work @@
+Diffusion and memory effects for stochastic processes and fractional Langevin equations
+Normal rank
@@ Property / cites work @@
+A review of the integrate-and-fire neuron model: I. Homogeneous synaptic input
+Normal rank
@@ Property / cites work @@
+First hitting time of integral diffusions and applications
+Normal rank
@@ Property / cites work @@
+Q5691776
@@ Property / cites work: Q5691776 / rank @@
+Normal rank
@@ Property / cites work @@
+Exceedance probability of the integral of a stochastic process
+Normal rank
@@ Property / cites work @@
+Dynamics of the Firing Probability of Noisy Integrate-and-Fire Neurons
+Normal rank
@@ Property / cites work @@
+Q2735592
@@ Property / cites work: Q2735592 / rank @@
+Normal rank
@@ Property / cites work @@
+Q5699297
@@ Property / cites work: Q5699297 / rank @@
+Normal rank
@@ Property / cites work @@
+Estimating nonstationary inputs from a single spike train based on a neuron model with adaptation
+Normal rank
@@ Property / cites work @@
+Q3408155
@@ Property / cites work: Q3408155 / rank @@
+Normal rank
@@ Property / cites work @@
+A review of the methods for signal estimation in stochastic diffusion leaky integrate-and-fire neuronal models
+Normal rank
@@ Property / cites work @@
+On Riemann-Liouville and Caputo derivatives
@@ Property / cites work: On Riemann-Liouville and Caputo derivatives / rank @@
+Normal rank
@@ Property / cites work @@
+Some fractional and multifractional Gaussian processes: A brief introduction
+Normal rank
@@ Property / cites work @@
+Advanced methods in the fractional calculus of variations
+Normal rank
@@ Property / cites work @@
+Stochastic integration for tempered fractional Brownian motion
+Normal rank
@@ Property / cites work @@
+The fractional-order modeling and synchronization of electrically coupled neuron systems
+Normal rank
@@ Property / cites work @@
+Q4233638
@@ Property / cites work: Q4233638 / rank @@
+Normal rank
@@ Property / cites work @@
+An integrate-and-fire model to generate spike trains with long-range dependence
+Normal rank
@@ Property / cites work @@
+Q5306025
@@ Property / cites work: Q5306025 / rank @@
+Normal rank
@@ Property / cites work @@
+Integrate-and-Fire Neurons Driven by Correlated Stochastic Input
+Normal rank
@@ Property / cites work @@
+Q3141895
@@ Property / cites work: Q3141895 / rank @@
+Normal rank
@@ Property / cites work @@
+On the spectra of Riemann-Liouville fractional Brownian motion
+Normal rank
@@ Property / cites work @@
+Predicting integrals of stochastic processes
@@ Property / cites work: Predicting integrals of stochastic processes / rank @@
+Normal rank
@@ Property / cites work @@
+A fast algorithm for the first-passage times of Gauss-Markov processes with Hölder continuous boundaries
+Normal rank
@@ Property / cites work @@
+A Stochastic Model for Analysis of Longitudinal AIDS Data
+Normal rank
@@ Property / cites work @@
+A characterization of the first hitting time of double integral processes to curved boundaries
+Normal rank