Asymptotics and evaluations of FPT densities through varying boundaries for Gauss-Markov processes

MaRDI QIDQ3515340zbMATH OpenFDO

Authors Enrica Pirozzi, Amelia G. Nobile, L. M. Ricciardi

Publication date 29 July 2008

zbMATH Keywords

Ornstein-Uhlenbeck processWiener processBrownian bridgefirst-passage time problemcomputational approximations

Mathematics Subject Classification ID

Applications of Brownian motions and diffusion theory (population genetics, absorption problems, etc.) (60J70) Diffusion processes (60J60) Neural biology (92C20)

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Cited in

(18)

• Integrated stationary Ornstein-Uhlenbeck process, and double integral processes
• Gauss-Markov processes in the presence of a reflecting boundary and applications in neuronal models
• First-passage time statistics of Markov gamma processes
• Asymptotics of two-boundary first-exit-time densities for Gauss-Markov processes
• Colored noise and a stochastic fractional model for correlated inputs and adaptation in neuronal firing
• A review of stochastic models of neuronal dynamics: from a single neuron to networks
• The first-passage density of a continuous gaussian process to a general boundary
• A computational approach to first-passage-time problems for Gauss-Markov processes
• On the excursions of drifted Brownian motion and the successive passage times of Brownian motion
• Asymptotic of the running maximum distribution of a Gaussian Bridge
• On the two-boundary first-passage time for a class of Markov processes
• On the first-passage times of certain Gaussian processes, and related asymptotics
• On the asymptotic behaviour of first-passage-time densities for one-dimensional diffusion processes and varying boundaries
• Computer Aided Systems Theory – EUROCAST 2005
• Stochastic modeling of the firing activity of coupled neurons periodically driven
• On the First-Passage Time of a Diffusion Process Over a One-Sided Stochastic Boundary
• Gauss-diffusion processes for modeling the dynamics of a couple of interacting neurons
• Restricted Ornstein-Uhlenbeck process and applications in neuronal models with periodic input signals

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