Partial derivatives for the first-passage time distribution in Wiener diffusion models

DOI10.1016/j.jmp.2021.102550zbMath1475.91062OpenAlexW3167962023MaRDI QIDQ97071

Raphae Hartmann, Karl Christoph Klauer, Raphael Hartmann, Karl Christoph Klauer

Publication date: August 2021

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

Full work available at URL: https://doi.org/10.1016/j.jmp.2021.102550

zbMATH Keywords

error boundspartial derivativesPDFCDFerror approximationWiener diffusion model

Mathematics Subject Classification ID

Decision theory (91B06) Cognitive psychology (91E10) PDEs in connection with game theory, economics, social and behavioral sciences (35Q91)

Related Items

Diffusion models with time-dependent parameters: an analysis of computational effort and accuracy of different numerical methods, fddm, WienR, dwWienerPDF

Uses Software

• R
• WinBUGS
• JAGS
• Fast-dm
• Stan
• numDeriv
• Cubature
• rtdists
• GitHub
• RWiener
• jags-wiener

Cites Work

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