On the asymptotic behaviour of first-passage-time densities for one-dimensional diffusion processes and varying boundaries
From MaRDI portal
Publication:5748699
Recommendations
- scientific article; zbMATH DE number 755592
- Explicit asymptotics on first passage times of diffusion processes
- On the asymptotic behavior of first passage time densities for stationary Gaussian processes and varying boundaries
- Asymptotics and evaluations of FPT densities through varying boundaries for Gauss-Markov processes
- Exponential trends of first-passage-time densities for a class of diffusion processes with steady-state distribution
Cited in
(30)- Effect of an exponentially decaying threshold on the firing statistics of a stochastic integrate-and-fire neuron
- Explicit asymptotics on first passage times of diffusion processes
- Gauss-Markov processes in the presence of a reflecting boundary and applications in neuronal models
- The first passage time and the dividend value function for one-dimensional diffusion processes between two reflecting barriers
- On the exit time from open sets of some semi-Markov processes
- Asymptotics and evaluations of FPT densities through varying boundaries for Gauss-Markov processes
- Asymptotics of two-boundary first-exit-time densities for Gauss-Markov processes
- Qualitative behaviour of the first-passage-time density of a one-dimensional diffusion over a moving boundary
- On the numerical evaluation of first-passage-time probability densities for one dimensional diffusion processes
- Approximating the first passage time density from data using generalized Laguerre polynomials
- Stochastic integrate and fire models: a review on mathematical methods and their applications
- On the return process with refractoriness for a non-homogeneous Ornstein-Uhlenbeck neuronal model
- A review of stochastic models of neuronal dynamics: from a single neuron to networks
- A lower bound for the first passage time density of the suprathreshold Ornstein-Uhlenbeck process
- Comparing first-passage times for semi-Markov skip-free processes
- Gaussian processes and neuronal modeling
- The first passage time problem for Gauss-diffusion processes: algorithmic approaches and applications to LIF neuronal model
- On the parameter estimation for diffusion models of single neuron's activities. I: Application to spontaneous activities of mesencephalic reticular formation cells in sleep and waking states
- On the comparison of Feller and Ornstein-Uhlenbeck models for neural activity
- Exponential trends of first-passage-time densities for a class of diffusion processes with steady-state distribution
- On the evaluation of firing densities for periodically driven neuron models
- Stochastic modeling of the firing activity of coupled neurons periodically driven
- On the asymptotic behavior of first passage time densities for stationary Gaussian processes and varying boundaries
- On a stochastic leaky integrate-and-fire neuronal model
- Gauss-diffusion processes for modeling the dynamics of a couple of interacting neurons
- ASYMPTOTIC ANALYSIS FOR THE MEAN FIRST PASSAGE TIME IN FINITE OR SPATIALLY PERIODIC 2D DOMAINS WITH A CLUSTER OF SMALL TRAPS
- Restricted Ornstein-Uhlenbeck process and applications in neuronal models with periodic input signals
- First passage time distribution in an oscillating field
- Closed-form solutions for the first-passage-time problem and neuronal modeling
- An asymptotic analysis of the mean first passage time for narrow escape problems. I: Two-dimensional domains
This page was built for publication: On the asymptotic behaviour of first-passage-time densities for one-dimensional diffusion processes and varying boundaries
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5748699)
