Integrated stationary Ornstein-Uhlenbeck process, and double integral processes (Q2150122): Difference between revisions

@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1016/j.physa.2017.12.043
+Normal rank
@@ Property / OpenAlex ID @@
+W2774448773
@@ Property / OpenAlex ID: W2774448773 / rank @@
+Normal rank
@@ Property / cites work @@
+A characterization of the first hitting time of double integral processes to curved boundaries
+Normal rank
@@ Property / cites work @@
+Integrated OU Processes and Non‐Gaussian OU‐based Stochastic Volatility Models
+Normal rank
@@ Property / cites work @@
+A Stochastic Model for Analysis of Longitudinal AIDS Data
+Normal rank
@@ Property / cites work @@
+Restricted Ornstein-Uhlenbeck process and applications in neuronal models with periodic input signals
+Normal rank
@@ Property / cites work @@
+A leaky integrate-and-fire model with adaptation for the generation of a spike train
+Normal rank
@@ Property / cites work @@
+The first passage time problem for Gauss-diffusion processes: algorithmic approaches and applications to LIF neuronal model
+Normal rank
@@ Property / cites work @@
+Successive spike times predicted by a stochastic neuronal model with a variable input signal
+Normal rank
@@ Property / cites work @@
+Diffusion and memory effects for stochastic processes and fractional Langevin equations
+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 @@
+Q3515340
@@ Property / cites work: Q3515340 / rank @@
+Normal rank
@@ Property / cites work @@
+An inverse first-passage problem for one-dimensional diffusions with random starting point
+Normal rank
@@ Property / cites work @@
+Handbook of Monte Carlo Methods
@@ Property / cites work: Handbook of Monte Carlo Methods / 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 @@
+Q3997782
@@ Property / cites work: Q3997782 / rank @@
+Normal rank
@@ Property / cites work @@
+Temps de sortie d’un intervalle borné pour l’intégrale du mouvement brownien
+Normal rank
@@ Property / cites work @@
+L'intégrale du mouvement brownien
@@ Property / cites work: L'intégrale du mouvement brownien / rank @@
+Normal rank
@@ Property / cites work @@
+Sur le premier instant de passage de l'intégrale du mouvement brownien. (The first passage time for the integrated Brownian motion)
+Normal rank