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

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+A characterization of the first hitting time of double integral processes to curved boundaries
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+Integrated OU Processes and Non‐Gaussian OU‐based Stochastic Volatility Models
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+A Stochastic Model for Analysis of Longitudinal AIDS Data
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+Restricted Ornstein-Uhlenbeck process and applications in neuronal models with periodic input signals
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+A leaky integrate-and-fire model with adaptation for the generation of a spike train
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+The first passage time problem for Gauss-diffusion processes: algorithmic approaches and applications to LIF neuronal model
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+Successive spike times predicted by a stochastic neuronal model with a variable input signal
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+Diffusion and memory effects for stochastic processes and fractional Langevin equations
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+Estimating nonstationary inputs from a single spike train based on a neuron model with adaptation
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+Q3515340
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+An inverse first-passage problem for one-dimensional diffusions with random starting point
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+Handbook of Monte Carlo Methods
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+A fast algorithm for the first-passage times of Gauss-Markov processes with Hölder continuous boundaries
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+Q3997782
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+Temps de sortie d’un intervalle borné pour l’intégrale du mouvement brownien
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+L'intégrale du mouvement brownien
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+Sur le premier instant de passage de l'intégrale du mouvement brownien. (The first passage time for the integrated Brownian motion)
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