A first passage problem for a bivariate diffusion process: Numerical solution with an application to neuroscience when the process is Gauss-Markov (Q1932763)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | A first passage problem for a bivariate diffusion process: Numerical solution with an application to neuroscience when the process is Gauss-Markov |
scientific article |
Statements
A first passage problem for a bivariate diffusion process: Numerical solution with an application to neuroscience when the process is Gauss-Markov (English)
0 references
21 January 2013
0 references
first passage time
0 references
bivariate diffusion
0 references
integrated Brownian motion
0 references
integrated Ornstein-Uhlenbeck process
0 references
two-compartment neuronal model
0 references