On the First Passage Time Probability Problem
From MaRDI portal
Cites work
Cited in
(98)- On the extra factor \(\sqrt{\pi}/2\) in the Kramers approximation
- Diffusion approximation and first-passage-time problem for a model neuron. III: A birth-and-death process approach
- Delayed-exponential approximation of a linear homogeneous diffusion model of neuron
- First passage time distribution in an oscillating field
- Properties of the telegrapher's random process with or without a trap
- On integral equations arising in the first-passage problem for Brownian motion
- Improved lower bound for the mutual information between signal and neural spike count
- How does transient signaling input affect the spike timing of postsynaptic neuron near the threshold regime: an analytical study
- Dynamics of spontaneous activity in random networks with multiple neuron subtypes and synaptic noise, spontaneous activity in networks with synaptic noise
- First-passage time statistics of Markov gamma processes
- Exact analytical results for integrate-and-fire neurons driven by excitatory shot noise
- Estimation of the Gauss-Markov process from observation of its sign
- First passage time and extremum properties of Markov and independent processes
- Closed-form solutions for the probability distribution of time-variant maximal value processes for some classes of Markov processes
- The first exit time stochastic theory applied to estimate the life-time of a complicated system
- A stochastic process discretization method combing active learning Kriging model for efficient time-variant reliability analysis
- Non-Filippov dynamics arising from the smoothing of nonsmooth systems, and its robustness to noise
- Mixed-mode oscillations in a stochastic, piecewise-linear system
- On the first positive and negative excursion exceeding a given length
- Integrate-and-fire neurons driven by asymmetric dichotomous noise
- A review of the integrate-and-fire neuron model: I. Homogeneous synaptic input
- Comment on ``On a stopped functional for a bidimensional process by C. Makasu
- Random process theory approach to geometric heterogeneous surfaces: effective fluid-solid interaction
- Exit times for a class of piecewise exponential Markov processes with two-sided jumps
- Analytical survival analysis of the Ornstein-Uhlenbeck process
- A cumulant approach for the first-passage-time problem of the Feller square-root process
- Extreme event statistics in a map with singularity
- Approximating the first passage time density from data using generalized Laguerre polynomials
- On the windings of complex-valued Ornstein-Uhlenbeck processes driven by a Brownian motion and by a stable process
- Improved simulation techniques for first exit time of neural diffusion models
- A recursion formula for the moments of the first passage time of the Ornstein-Uhlenbeck process
- Minimal Models of Adapted Neuronal Response to In Vivo–Like Input Currents
- Joint continuity of the local times of Markov processes
- Fluctuation scaling in neural spike trains
- Maximally Reliable Markov Chains Under Energy Constraints
- Exit Times and Poisson Kernels of the Ornstein–Uhlenbeck Diffusion
- Development, simulation, and application of first-exit-time densities to life table data
- Some results on first passage times in one dimensional random walks
- EVALUATION OF FIRST PASSAGE TIME DENSITIES FOR DIFFUSION PROCESSE
- FIRST PASSAGE TIME PROBLEMS AND SOME RELATED COMPUTATIONAL METHODS
- On some properties of stochastic information processes in neurons and neuron populations
- Service level robustness in stochastic production planning under random machine breakdowns
- On the first-passage time for envelope crossing for a linear oscillator
- The Jacobi diffusion process as a neuronal model
- Stochastic integrate and fire models: a review on mathematical methods and their applications
- Telegraph processes with random velocities
- Growth with regulation in random environment
- Mean Instantaneous Firing Frequency Is Always Higher Than the Firing Rate
- Spike-Timing-Dependent Plasticity: The Relationship to Rate-Based Learning for Models with Weight Dynamics Determined by a Stable Fixed Point
- Estimation in discretely observed diffusions killed at a threshold
- The one-dimensional asymmetric persistent random walk
- On transition and first hitting time densities and moments of the Ornstein-Uhlenbeck process
- Explicit asymptotics on first passage times of diffusion processes
- Interlacing relaxation and first-passage phenomena in reversible discrete and continuous space Markovian dynamics
- Extreme value statistics of ergodic Markov processes from first passage times in the large deviation limit
- First passage statistics of active random walks on one and two dimensional lattices
- Age representation of Lévy walks: partial density waves, relaxation and first passage time statistics
- A phase transition in the first passage of a Brownian process through a fluctuating boundary with implications for neural coding
- Simulation of sample paths for Gauss-Markov processes in the presence of a reflecting boundary
- Spiking neurons and the first passage problem
- How sample paths of leaky integrate-and-fire models are influenced by the presence of a firing threshold
- Profit optimization for cattle growing in a randomly fluctuating environment
- Spontaneous Slow Oscillations and Sequential Patterns Due to Short-Term Plasticity in a Model of the Cortex
- A Transition to Sharp Timing in Stochastic Leaky Integrate-and-Fire Neurons Driven by Frozen Noisy Input
- Spike-Frequency Adapting Neural Ensembles: Beyond Mean Adaptation and Renewal Theories
- On the densities of certain bounded diffusion processes
- Gaussian-Markov Processes and a Boundary Value Problem
- A study of first passage times and their control†
- Stochastic bang-bang controls that maximize the expectation of first passage time†
- Diffusion approximation and first passage time problem for a model neuron
- Representations of the First Hitting Time Density of an Ornstein-Uhlenbeck Process1
- The moving-eigenvalue method: hitting time for Itô processes and moving boundaries
- Statistics of the first passage area functional for an Ornstein–Uhlenbeck process
- Mean first passage time and absorption probabilities of a Lévy flier on a finite interval: discrete space and continuous limit via Fock space approach
- The first-passage area of Ornstein-Uhlenbeck process revisited
- The Ornstein-Uhlenbeck neuronal model with signal-dependent noise
- The Ornstein-Uhlenbeck process as a model for neuronal activity. I. Mean and variance of the firing time
- Study of Brownian functionals for a Brownian process model of snow melt dynamics with purely time dependent drift and diffusion
- First-passage time statistics for non-linear diffusion
- Reliability analysis of the uncertain fractional‐order dynamic system with state constraint
- The first passage time problem for Gauss-diffusion processes: algorithmic approaches and applications to LIF neuronal model
- A fast algorithm for the first-passage times of Gauss-Markov processes with Hölder continuous boundaries
- Wait time to stochastic self-focusing
- Method of filtration in first passage time problems
- Two stochastic versions of the Arps decline curve
- First passage time of stochastic differential systems: probability estimation and probability guaranteed control
- How animal movement influences wildlife-vehicle collision risk: a mathematical framework for range-resident species
- The first passage time in quantum dynamics
- Non-probabilistic convex model process: a new method of time-variant uncertainty analysis and its application to structural dynamic reliability problems
- Growth with regulation in fluctuating environments. I. Alternative logistic-like diffusion models
- Growth with regulation in fluctuating environments. II. Intrinsic lower bounds to population size
- Moments of the first passage time under external driving
- A continuous-time Ehrenfest model with catastrophes and its jump-diffusion approximation
- 1D tight-binding models render quantum first passage time ``speakable
- Exploring the state of a stochastic system via stochastic simulations: an interesting inversion problem and the health state function
- A Haar-like construction for the Ornstein Uhlenbeck process
- Moments of the first passage time of one-dimensional diffusion with two-sided barriers
- A review of the methods for signal estimation in stochastic diffusion leaky integrate-and-fire neuronal models
This page was built for publication: On the First Passage Time Probability Problem
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5810489)