Even faster and even more accurate first-passage time densities and distributions for the Wiener diffusion model

DOI10.1016/J.JMP.2014.05.002zbMATH Open1304.60084OpenAlexW2051048537WikidataQ58355575 ScholiaQ58355575MaRDI QIDQ97067FDOQ97067

Authors: Matthias Gondan, Steven P. Blurton, Miriam Kesselmeier, Matthias Gondan, Steven P. Blurton, Miriam Kesselmeier 

Publication date: June 2014

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

Full work available at URL: https://curis.ku.dk/ws/files/138044183/gondan_2014_jmp.pdf

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zbMATH Keywords

diffusion modelfirst passage timesresponse timesWiener process

Mathematics Subject Classification ID

Markov processes: estimation; hidden Markov models (62M05) Applications of statistics to psychology (62P15) Decision theory (91B06) Diffusion processes (60J60) Mathematical psychology (91E99)

Cites Work

• Fast and accurate calculations for first-passage times in Wiener diffusion models
• Dynamic stochastic models for decision making under time constraints.
• The distribution of brownian motion on linear stopping boundaries
• Modeling event times with multiple outcomes using the Wiener process with drift

Cited In (11)

• Efficient numerical approximation of a non-regular Fokker-Planck equation associated with first-passage time distributions
• Audiovisual detection at different intensities and delays
• Numerical approximation of the first-passage time distribution of time-varying diffusion decision models: a mesh-free approach
• fddm
• Fast and accurate calculations for first-passage times in Wiener diffusion models
• Partial derivatives for the first-passage time distribution in Wiener diffusion models
• The first-passage time distribution for the diffusion model with variable drift
• Fast solutions for the first-passage distribution of diffusion models with space-time-dependent drift functions and time-dependent boundaries
• A note on the distribution of response times for a random walk with Gaussian increments
• A martingale analysis of first passage times of time-dependent Wiener diffusion models
• On the mean and variance of response times under the diffusion model with an application to parameter estimation

Uses Software

• sn

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