Evaluating methods for approximating stochastic differential equations

DOI10.1016/J.JMP.2006.03.004MaRDI QIDQ2497769zbMATH OpenOpenAlexWikidataFDO

Authors Roger Ratcliff, Philip L. Smith, Scott D. Brown

Publication date 4 August 2006

Published in Journal of Mathematical Psychology (Search for Journal in Brave)

Full work available at URL http://europepmc.org/articles/pmc2435510

Mathematics Subject Classification ID

Cognitive psychology (91E10) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Numerical solutions to stochastic differential and integral equations (65C30)

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Cites work

• scientific article; zbMATH DE number 4118220 (Why is no real title available?)
• A general nonstationary diffusion model for two-choice decision-making
• A sequential theory of psychological discrimination
• A tandem random walk model for psychological discrimination
• Dynamic stochastic models for decision making under time constraints.
• High strong order explicit Runge-Kutta methods for stochastic ordinary differential equations
• Higher-order implicit strong numerical schemes for stochastic differential equations
• Numerical methods for strong solutions of stochastic differential equations: an overview
• Simple matrix methods for analyzing diffusion models of choice probability, choice response time, and simple response time
• Stochastic dynamic models of response time and accuracy: A foundation primer

Cited in

(8)

• Fast and accurate calculations for first-passage times in Wiener diffusion models
• Diffusion models with time-dependent parameters: an analysis of computational effort and accuracy of different numerical methods
• On mimicry among sequential sampling models
• A tutorial on variational Bayes for latent linear stochastic time-series models
• Expressions for Bayesian confidence of drift diffusion observers in fluctuating stimuli tasks
• How attention influences perceptual decision making: single-trial EEG correlates of drift-diffusion model parameters
• Models for the statistics and mechanisms of response speed and accuracy
• Drawing conclusions from choice response time models: a tutorial using the linear ballistic accumulator

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