Exact simulation of the first-passage time of diffusions to time-dependent thresholds (Q6900196)
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scientific article; zbMATH DE number 8121064
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| English | Exact simulation of the first-passage time of diffusions to time-dependent thresholds |
scientific article; zbMATH DE number 8121064 |
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Exact simulation of the first-passage time of diffusions to time-dependent thresholds (English)
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13 November 2025
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first-passage time
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exact simulation
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stochastic differential equations
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time-dependent thresholds
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neuroscience
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