On the first-exit time problem for temporally homogeneous Markov processes
From MaRDI portal
Publication:4102546
DOI10.2307/3212663zbMath0335.60046OpenAlexW2318137607MaRDI QIDQ4102546
Publication date: 1976
Published in: Journal of Applied Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.2307/3212663
Related Items
Parameter uniform numerical method for singularly perturbed differential–difference equations with interior layers ⋮ A fitted numerical scheme for second order singularly perturbed delay differential equations via cubic spline in compression ⋮ An approximate formula for the first-crossing-time density of a Wiener process perturbed by random jumps ⋮ Reproducing kernel method for solving singularly perturbed differential-difference equations with boundary layer behavior in Hilbert space ⋮ Joint distribution of first-passage time and first-passage area of certain Lévy processes ⋮ Analysis of a numerical technique for a singularly perturbed parabolic convection–diffusion interface problem with time delay ⋮ A novel fitted method for a class of singularly perturbed differential-difference equations with small delay exhibiting twin layer or oscillatory behaviour ⋮ Logistic growth with random density independent disasters ⋮ On the first-passage area of a one-dimensional jump-diffusion process ⋮ A collocation method for singularly perturbed differential-difference turning point problems exhibiting boundary/interior layers ⋮ The relationship between the Gabor elementary function and a stochastic model of the inter-spike interval distribution in the responses of visual cortex neurons ⋮ First passage time moments of jump-diffusions with Markovian switching ⋮ Determination of the inter-spike times of neurons receiving randomly arriving post-synaptik potentials ⋮ On the first hitting time of a one-dimensional diffusion and a compound Poisson process ⋮ Determination of Firing Times for the Stochastic Fitzhugh-Nagumo Neuronal Model ⋮ Numerical method for a singularly perturbed convection-diffusion problem with delay ⋮ Firing rates of motoneurons with strong random synaptic excitation ⋮ Asymptotics of two-boundary first-exit-time densities for Gauss-Markov processes ⋮ Numerical solution of second order singularly perturbed delay differential equations via cubic spline in tension ⋮ On statistical methods in neuronal spike-train analysis ⋮ Singularly Perturbed Convection-Diffusion Turning Point Problem with Shifts ⋮ Persistence times of populations with large random fluctuations ⋮ An inverse problem for the first-passage place of some diffusion processes with random starting point ⋮ Numerical analysis of boundary-value problems for singularly perturbed differential-difference equations: small shifts of mixed type with rapid oscillations ⋮ Long-run analysis of the stochastic replicator dynamics in the presence of random jumps ⋮ An analysis of Stein's model for stochastic neuronal excitation ⋮ Analysis of a singular functional differential equation that arises from stochastic modeling of population growth
This page was built for publication: On the first-exit time problem for temporally homogeneous Markov processes
