FIRST PASSAGE TIME PROBLEMS AND SOME RELATED COMPUTATIONAL METHODS

DOI10.1080/01969728208927693MaRDI QIDQ3965368zbMATH OpenOpenAlexFDO

Authors L. Favella, M. T. Reineri, L. M. Ricciardi, Laura Sacerdote

Publication date 1982

Published in Cybernetics and Systems (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/01969728208927693

zbMATH Keywords

first passage timenumerical methodsOrnstein-Uhlenbeck processes

Mathematics Subject Classification ID

Brownian motion (60J65) Applications of Brownian motions and diffusion theory (population genetics, absorption problems, etc.) (60J70) Other natural sciences (mathematical treatment) (92F05)

Cites work

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Cited in

(9)

• Delayed-exponential approximation of a linear homogeneous diffusion model of neuron
• Optimal estimation for semimartingale neuronal models
• First passage time for multivariate jump-diffusion processes in finance and other areas of applications
• A characterization of the first hitting time of double integral processes to curved boundaries
• EVALUATION OF FIRST PASSAGE TIME DENSITIES FOR DIFFUSION PROCESSE
• An improved technique for the simulation of first passage times for diffusion processes
• Stochastic integrate and fire models: a review on mathematical methods and their applications
• Diffusion approximation and first passage time problem for a model neuron. II. Outline of a computation method
• The first passage time problem for Gauss-diffusion processes: algorithmic approaches and applications to LIF neuronal model

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