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

DOI10.1016/j.jmp.2014.05.002zbMath1304.60084OpenAlexW2051048537WikidataQ58355575 ScholiaQ58355575MaRDI QIDQ97067

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

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

Wiener processfirst passage timesdiffusion modelresponse times

Mathematics Subject Classification ID

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

Related Items (8)

Fast solutions for the first-passage distribution of diffusion models with space-time-dependent drift functions and time-dependent boundaries ⋮ A martingale analysis of first passage times of time-dependent Wiener diffusion models ⋮ Numerical approximation of the first-passage time distribution of time-varying diffusion decision models: a mesh-free approach ⋮ The first-passage time distribution for the diffusion model with variable drift ⋮ Partial derivatives for the first-passage time distribution in Wiener diffusion models ⋮ fddm ⋮ Audiovisual detection at different intensities and delays ⋮ Efficient numerical approximation of a non-regular Fokker-Planck equation associated with first-passage time distributions

Uses Software

• sn

Cites Work

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

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