On the asymptotic behaviour of first-passage-time densities for one-dimensional diffusion processes and varying boundaries
From MaRDI portal
Publication:5748699
DOI10.2307/1427567zbMath0717.60088OpenAlexW2318038466WikidataQ63434470 ScholiaQ63434470MaRDI QIDQ5748699
Virginia Giorno, Amelia G. Nobile, Luigi M. Ricciardi
Publication date: 1990
Published in: Advances in Applied Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.2307/1427567
Related Items (20)
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 ⋮ Gauss-Markov processes in the presence of a reflecting boundary and applications in neuronal models ⋮ On the comparison of Feller and Ornstein-Uhlenbeck models for neural activity ⋮ Stochastic Integrate and Fire Models: A Review on Mathematical Methods and Their Applications ⋮ On the exit time from open sets of some semi-Markov processes ⋮ Comparing first-passage times for semi-Markov skip-free processes ⋮ Gauss-diffusion processes for modeling the dynamics of a couple of interacting neurons ⋮ On the return process with refractoriness for a non-homogeneous Ornstein-Uhlenbeck neuronal model ⋮ Closed-form solutions for the first-passage-time problem and neuronal modeling ⋮ Approximating the first passage time density from data using generalized Laguerre polynomials ⋮ The first passage time problem for Gauss-diffusion processes: algorithmic approaches and applications to LIF neuronal model ⋮ On the evaluation of firing densities for periodically driven neuron models ⋮ Gaussian processes and neuronal modeling ⋮ A Lower Bound for the First Passage Time Density of the Suprathreshold Ornstein-Uhlenbeck Process ⋮ First passage time distribution in an oscillating field ⋮ On a Stochastic Leaky Integrate-and-Fire Neuronal Model ⋮ Asymptotics of two-boundary first-exit-time densities for Gauss-Markov processes ⋮ Effect of an exponentially decaying threshold on the firing statistics of a stochastic integrate-and-fire neuron ⋮ Restricted Ornstein-Uhlenbeck process and applications in neuronal models with periodic input signals ⋮ Stochastic modeling of the firing activity of coupled neurons periodically driven
This page was built for publication: On the asymptotic behaviour of first-passage-time densities for one-dimensional diffusion processes and varying boundaries