Closed-form solutions for the first-passage-time problem and neuronal modeling

DOI10.1007/s11587-015-0248-6zbMath1329.60277OpenAlexW1859668165MaRDI QIDQ891912

Luigia Caputo, Giuseppe D'Onofrio, Enrica Pirozzi, Aniello Buonocore

Publication date: 18 November 2015

Published in: Ricerche di Matematica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11587-015-0248-6

zbMATH Keywords

asymptoticsstochastic differential equationsnumerical approximationsfirst-passage-time problemneuronal modelsGaussian diffusion processes

Mathematics Subject Classification ID

Related Items (9)

Mean first-passage time in a delayed tristable system driven by correlated multiplicative and additive white noises ⋮ Approximating the first passage time density from data using generalized Laguerre polynomials ⋮ Kac-Ornstein-Uhlenbeck processes: stationary distributions and exponential functionals ⋮ On short-term loan interest rate models: a first passage time approach ⋮ An optimal Gauss-Markov approximation for a process with stochastic drift and applications ⋮ Asymptotic results for first-passage times of some exponential processes ⋮ Ornstein-Uhlenbeck processes of bounded variation ⋮ A fractional PDE for first passage time of time-changed Brownian motion and its numerical solution ⋮ First-passage times and related moments for continuous-time birth-death chains

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