A first passage problem for a bivariate diffusion process: Numerical solution with an application to neuroscience when the process is Gauss-Markov (Q1932763)

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A first passage problem for a bivariate diffusion process: Numerical solution with an application to neuroscience when the process is Gauss-Markov
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    A first passage problem for a bivariate diffusion process: Numerical solution with an application to neuroscience when the process is Gauss-Markov (English)
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    21 January 2013
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    first passage time
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    bivariate diffusion
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    integrated Brownian motion
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    integrated Ornstein-Uhlenbeck process
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    two-compartment neuronal model
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