Pages that link to "Item:Q5711161"
From MaRDI portal
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)
- Bachelier model with stopping time and its insurance application (Q784430) (← links)
- Lie symmetries methods in boundary crossing problems for diffusion processes (Q829565) (← 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)
- Explicit form of the first-passage-time density for accelerating subdiffusion (Q1619176) (← 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)
- Random locations of periodic stationary processes (Q1730936) (← 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)
- Time and place of the maximum for one-dimensional diffusion bridges and meanders (Q2039761) (← links)
- Variational formulas for the exit time of hunt processes generated by semi-Dirichlet forms (Q2132543) (← links)
- Moderate deviations for drift parameter estimations in reflected Ornstein-Uhlenbeck process (Q2135208) (← links)
- Unstable state decay in non-Markovian heat baths and weak signals detection (Q2162067) (← links)
- The non linear dynamics of retinal waves (Q2167997) (← links)
- Stochastic von Bertalanffy models, with applications to fish recruitment (Q2209146) (← links)
- Travelling waves for reaction-diffusion equations forced by translation invariant noise (Q2222788) (← links)
- Fokker-Planck and Fortet equation-based parameter estimation for a leaky integrate-and-fire model with sinusoidal and stochastic forcing (Q2251600) (← links)
- Parameter identification and uncertainty quantification in stochastic state space models and its application to texture analysis (Q2273068) (← links)
- Mixed-mode oscillations in a stochastic, piecewise-linear system (Q2276163) (← links)
- Existence and regularity of law density of a pair (diffusion, first component running maximum) (Q2322681) (← links)
- On the construction of a special class of time-inhomogeneous diffusion processes (Q2328730) (← links)
- Audiovisual detection at different intensities and delays (Q2332848) (← 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)
- Optimal risk-averse timing of an asset sale: trending versus mean-reverting price dynamics (Q2422122) (← 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)