The inverse first passage time method for a two dimensional Ornstein Uhlenbeck process with neuronal application

DOI10.3934/MBE.2019412MaRDI QIDQ2045589zbMATH OpenOpenAlexWikidataFDO

Authors Alessia Civallero, Cristina Zucca

Publication date 13 August 2021

Published in Mathematical Biosciences and Engineering (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://arxiv.org/abs/1903.04927

zbMATH Keywords

gammainverse first-passage-time probleminverse Gaussiantwo-compartment leaky integrate and fire modeltwo-dimensional Ornstein Uhlenbeck process

Mathematics Subject Classification ID

Diffusion processes (60J60) Neural biology (92C20)

Abstract: The Inverse First Passage time problem seeks to determine the boundary corresponding to a given stochastic process and a fixed first passage time distribution. Here, we determine the numerical solution of this problem in the case of a two dimensional Gauss-Markov diffusion process. We investigate the boundary shape corresponding to Inverse Gaussian or Gamma first passage time distributions for different choices of the parameters, including heavy and light tails instances. Applications in neuroscience framework are illustrated.

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Cited in

(6)

• A first passage problem for a bivariate diffusion process: Numerical solution with an application to neuroscience when the process is Gauss-Markov
• Special issue: Neural coding 2018
• scientific article; zbMATH DE number 2149576 (Why is no real title available?)
• The inverse first-passage time problem as hydrodynamic limit of a particle system
• Method of filtration in first passage time problems
• Conditions for existence and uniqueness of the inverse first-passage time problem applicable for Lévy processes and diffusions

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