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

DOI10.1016/J.JMP.2014.05.002MaRDI QIDQ97067zbMATH OpenOpenAlexWikidataFDO

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

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)

Recommendations

• 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
• A martingale analysis of first passage times of time-dependent Wiener diffusion models
• A note on the distribution of response times for a random walk with Gaussian increments

Cites work

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

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

Describes a project that uses

Uses Software

• sn

This page was built for publication: Even faster and even more accurate first-passage time densities and distributions for the Wiener diffusion model

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q97067)