Pages that link to "Item:Q5711161"
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The following pages link to Representations of the First Hitting Time Density of an Ornstein-Uhlenbeck Process<sup>1</sup> (Q5711161):
Displayed 50 items.
- Optimal control with restrictions for a diffusion risk model under constant interest force (Q253085) (← links)
- A new firing paradigm for integrate and fire stochastic neuronal models (Q335094) (← links)
- Approximation of the first passage time density of a Wiener process to an exponentially decaying boundary by two-piecewise linear threshold. Application to neuronal spiking activity (Q335096) (← links)
- On bounds for solutions of monotonic first-order difference-differential systems (Q371016) (← links)
- A transformation approach to modelling multi-modal diffusions (Q393584) (← links)
- Cooperative behavior in a jump diffusion model for a simple network of spiking neurons (Q395748) (← links)
- First passage densities and boundary crossing probabilities for diffusion processes (Q398798) (← links)
- A note on transition density for the reflected Ornstein-Uhlenbeck process (Q419183) (← links)
- Hitting time in Erlang loss systems with moving boundaries (Q475138) (← links)
- Systems reliability in case of regenerative flow of elements failures (Q612111) (← links)
- A fast algorithm for the first-passage times of Gauss-Markov processes with Hölder continuous boundaries (Q643719) (← links)
- First passage time law for some Lévy processes with compound Poisson: existence of a density (Q654399) (← links)
- Valuation of contingent claims with mortality and interest rate risks (Q732668) (← links)
- Discretely monitored first passage problems and barrier options: an eigenfunction expansion approach (Q889625) (← links)
- First passage times of two-dimensional correlated processes: analytical results for the Wiener process and a numerical method for diffusion processes (Q898953) (← links)
- A Haar-like construction for the Ornstein Uhlenbeck process (Q944969) (← links)
- A unified treatment of dividend payment problems under fixed cost and implementation delays (Q966425) (← links)
- Boundary-crossing identities for diffusions having the time-inversion property (Q966509) (← links)
- A review of the methods for signal estimation in stochastic diffusion leaky integrate-and-fire neuronal models (Q999378) (← links)
- On the excursion theory for linear diffusions (Q1000331) (← links)
- On the asymptotic behavior of the parameter estimators for some diffusion processes: application to neuronal models (Q1042620) (← links)
- On the computation of the survival probability of Brownian motion with drift in a closed time interval when the absorbing boundary is a step function (Q1657921) (← links)
- Reliability of signal transmission in stochastic nerve axon equations (Q1704962) (← links)
- Modeling record-breaking stock prices (Q1782591) (← links)
- The first passage time and the dividend value function for one-dimensional diffusion processes between two reflecting barriers (Q1929687) (← links)
- Fokker-Planck and Fortet equation-based parameter estimation for a leaky integrate-and-fire model with sinusoidal and stochastic forcing (Q2251600) (← links)
- Mixed-mode oscillations in a stochastic, piecewise-linear system (Q2276163) (← links)
- The estimates of the mean first exit time from a ball for the \(\alpha \)-stable Ornstein-Uhlenbeck processes (Q2381973) (← links)
- Output stream of leaky integrate-and-fire neuron without diffusion approximation (Q2396599) (← links)
- On a mean reverting dividend strategy with Brownian motion (Q2445337) (← links)
- A result on the first-passage time of an Ornstein-Uhlenbeck process (Q2471253) (← links)
- Computing the first passage time density of a time-dependent Ornstein-Uhlenbeck process to a moving boundary (Q2481449) (← links)
- Skew Ornstein-Uhlenbeck processes and their financial applications (Q2510020) (← links)
- Exit times for a class of piecewise exponential Markov processes with two-sided jumps (Q2642039) (← links)
- On the windings of complex-valued Ornstein–Uhlenbeck processes driven by a Brownian motion and by a stable process (Q2804009) (← links)
- Markov-modulated Ornstein–Uhlenbeck processes (Q2806355) (← links)
- On the conditional default probability in a regulated market: a structural approach (Q2866382) (← links)
- On the first passage time distribution of an Ornstein–Uhlenbeck process (Q2994837) (← links)
- First Passage Times of (Reflected) Ornstein-Uhlenbeck Processes Over Random Jump Boundaries (Q3094688) (← links)
- Optimal Multiple Trading Times Under the Exponential OU Model with Transaction Costs (Q3458137) (← links)
- Martingales and first passage times of AR(1) sequences (Q3498583) (← links)
- Exit Times and Poisson Kernels of the Ornstein–Uhlenbeck Diffusion (Q3514277) (← links)
- Maximum Likelihood Decoding of Neuronal Inputs from an Interspike Interval Distribution (Q3648339) (← links)
- Stochastic Integrate and Fire Models: A Review on Mathematical Methods and Their Applications (Q4567932) (← links)
- A Variational Method for Analyzing Stochastic Limit Cycle Oscillators (Q4686624) (← links)
- The spectral representation of Bessel processes with constant drift: applications in queueing and finance (Q4819461) (← links)
- NEARLY EXACT OPTION PRICE SIMULATION USING CHARACTERISTIC FUNCTIONS (Q4902542) (← links)
- On the Generalized Drift Skorokhod Problem in One Dimension (Q4918558) (← links)
- On Transition and First Hitting Time Densities and Moments of the Ornstein–Uhlenbeck Process (Q4981818) (← links)
- Profit optimization for cattle growing in a randomly fluctuating environment (Q5248224) (← links)