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

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-.1016/j.spl.2007.04.015
@@ Property / DOI: 10.1016/j.spl.2007.04.015 / rank @@
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+Q55940955
@@ Property / Wikidata QID: Q55940955 / rank @@
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@@ Property / cites work @@
+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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+Q3150773
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+A Theory of the Term Structure of Interest Rates
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+Q5808714
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+Estimating equations based on eigenfunctions for a discretely observed diffusion process
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+On the comparison of Feller and Ornstein-Uhlenbeck models for neural activity
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+Q3215519
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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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@@ Property / cites work @@
+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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@@ Property / cites work @@
+Probability with Martingales
@@ Property / cites work: Probability with Martingales / rank @@
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@@ Property / DOI @@
+.1016/J.SPL.2007.04.015
@@ Property / DOI: 10.1016/J.SPL.2007.04.015 / rank @@
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@@ links / mardi / name / links / mardi / name @@
+Publication:2471253