Pages that link to "Item:Q1872370"
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The following pages link to Asymptotics of hitting probabilities for general one-dimensional pinned diffusions (Q1872370):
Displaying 25 items.
- A new firing paradigm for integrate and fire stochastic neuronal models (Q335094) (← links)
- Cooperative behavior in a jump diffusion model for a simple network of spiking neurons (Q395748) (← links)
- First passage densities and boundary crossing probabilities for diffusion processes (Q398798) (← links)
- Multiresolution Hilbert approach to multidimensional Gauss-Markov processes (Q413918) (← links)
- Dynamic Markov bridges motivated by models of insider trading (Q550151) (← links)
- Simulation of stopped diffusions (Q703771) (← links)
- Bounds for the transition density of time-homogeneous diffusion processes (Q1009726) (← links)
- Fluctuations of bridges, reciprocal characteristics and concentration of measure (Q1621708) (← links)
- Binomial approximation of Brownian motion and its maximum (Q1771464) (← links)
- On boundary crossing probabilities for diffusion processes (Q2267542) (← links)
- Large deviations of conditioned diffusions and applications (Q2301479) (← links)
- Exact simulation of the first-passage time of diffusions (Q2316185) (← links)
- Dynamics and spike trains statistics in conductance-based integrate-and-fire neural networks with chemical and electric synapses (Q2451077) (← links)
- Large deviation approaches for the numerical computation of the hitting probability for Gaussian processes (Q2516390) (← links)
- On Sharp Large Deviations for the Bridge of a General Diffusion (Q2798589) (← links)
- The First-passage Time of the Brownian Motion to a Curved Boundary: an Algorithmic Approach (Q3464423) (← links)
- Large deviation estimates of the crossing probability for pinned Gaussian processes (Q3516397) (← links)
- Implied Volatility from Local Volatility: A Path Integral Approach (Q4560334) (← links)
- Stochastic Integrate and Fire Models: A Review on Mathematical Methods and Their Applications (Q4567932) (← links)
- Estimation in Discretely Observed Diffusions Killed at a Threshold (Q4923054) (← links)
- Computation of Multivariate Barrier Crossing Probability and its Applications in Credit Risk Models (Q5022544) (← links)
- Large deviations for generalized conditioned Gaussian processes and their bridges (Q5227574) (← links)
- Asymptotic Equivalence Between Boundary Perturbations and Discrete Exit Times: Application to Simulation Schemes (Q5326101) (← links)
- Asymptotics for the survival probability of time-inhomogeneous diffusion processes (Q6106542) (← links)
- On Markov chain approximations for computing boundary crossing probabilities of diffusion processes (Q6148883) (← links)
