Evaluating methods for approximating stochastic differential equations
DOI10.1016/J.JMP.2006.03.004zbMATH Open1105.60037OpenAlexW2167503334WikidataQ39422123 ScholiaQ39422123MaRDI QIDQ2497769FDOQ2497769
Authors: Roger Ratcliff, Philip L. Smith, Scott D. Brown
Publication date: 4 August 2006
Published in: Journal of Mathematical Psychology (Search for Journal in Brave)
Full work available at URL: http://europepmc.org/articles/pmc2435510
Recommendations
- Some experiments on numerical simulations of stochastic differential equations and a new algorithm
- Numerical procedures for sample structures on stochastic differential equations
- Simulation studies on time discrete diffusion approximations
- scientific article; zbMATH DE number 2204840
- Simulation of stochastic differential equations
Cognitive psychology (91E10) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Numerical solutions to stochastic differential and integral equations (65C30)
Cites Work
- A sequential theory of psychological discrimination
- Dynamic stochastic models for decision making under time constraints.
- Simple matrix methods for analyzing diffusion models of choice probability, choice response time, and simple response time
- Stochastic dynamic models of response time and accuracy: A foundation primer
- Higher-order implicit strong numerical schemes for stochastic differential equations
- Numerical methods for strong solutions of stochastic differential equations: an overview
- High strong order explicit Runge-Kutta methods for stochastic ordinary differential equations
- Title not available (Why is that?)
- A tandem random walk model for psychological discrimination
- A general nonstationary diffusion model for two-choice decision-making
Cited In (8)
- Drawing conclusions from choice response time models: a tutorial using the linear ballistic accumulator
- A tutorial on variational Bayes for latent linear stochastic time-series models
- Expressions for Bayesian confidence of drift diffusion observers in fluctuating stimuli tasks
- How attention influences perceptual decision making: single-trial EEG correlates of drift-diffusion model parameters
- On mimicry among sequential sampling models
- Fast and accurate calculations for first-passage times in Wiener diffusion models
- Models for the statistics and mechanisms of response speed and accuracy
- Diffusion models with time-dependent parameters: an analysis of computational effort and accuracy of different numerical methods
This page was built for publication: Evaluating methods for approximating stochastic differential equations
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2497769)