A note on the first passage time of diffusions with holding and jumping boundary

DOI10.1016/j.spl.2014.06.012zbMath1296.60217OpenAlexW2088146308MaRDI QIDQ395965

Jun Peng

Publication date: 8 August 2014

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2014.06.012

zbMATH Keywords

diffusionsfirst passage timeneuron modelholding and jumping boundary

Mathematics Subject Classification ID

Diffusion processes (60J60)

Related Items (2)

Rigorous Justification of the Fokker--Planck Equations of Neural Networks Based on an Iteration Perspective ⋮ A randomized first-passage problem for drifted Brownian motion subject to hold and jump from a boundary

Cites Work

• On the return process with refractoriness for a non-homogeneous Ornstein-Uhlenbeck neuronal model
• On the spectral gap of Brownian motion with jump boundary
• Ergodic behavior of diffusions with random jumps from the boundary
• Diffusions with holding and jumping boundary
• Spectral analysis of a family of second-order elliptic operators with nonlocal boundary condition indexed by a probability measure
• First-Passage Problems for One-Dimensional Diffusions with Random Jumps from a Boundary
• Computing with the Leaky Integrate-and-Fire Neuron: Logarithmic Computation and Multiplication
• Spectral analysis of Brownian motion with jump boundary
• Diffusion Processes in One Dimension

This page was built for publication: A note on the first passage time of diffusions with holding and jumping boundary