Fast solutions for the first-passage distribution of diffusion models with space-time-dependent drift functions and time-dependent boundaries

DOI10.1016/j.jmp.2021.102613zbMath1479.91293MaRDI QIDQ825151

Gregor Gantner, Sonja Cox, Rob P. Stevenson, Udo Boehm

Publication date: 17 December 2021

Published in: Journal of Mathematical Psychology (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmp.2021.102613

zbMATH Keywords

diffusion model; first-passage time distribution; spacetime-dependent drift function; time-dependent boundaries

Mathematics Subject Classification ID

60H30: Applications of stochastic analysis (to PDEs, etc.)

60J60: Diffusion processes

91E45: Measurement and performance in psychology