Pages that link to "Item:Q2749133"

The following pages link to A computational approach to first-passage-time problems for Gauss–Markov processes (Q2749133):

Displaying 43 items.

• Stochastic modeling of the firing activity of coupled neurons periodically driven (Q260747) (← links)
• Successive spike times predicted by a stochastic neuronal model with a variable input signal (Q335076) (← links)
• A simple algorithm to generate firing times for leaky integrate-and-fire neuronal model (Q395698) (← links)
• Gauss-diffusion processes for modeling the dynamics of a couple of interacting neurons (Q395721) (← links)
• An R package for an efficient approximation of first-passage-time densities for diffusion processes based on the FPTL function (Q440723) (← links)
• Two-boundary first exit time of Gauss-Markov processes for stochastic modeling of acto-myosin dynamics (Q529590) (← links)
• On the densities of certain bounded diffusion processes (Q547272) (← links)
• Goal achieving probabilities of constrained mean-variance strategies (Q552995) (← links)
• The first passage time problem for Gauss-diffusion processes: algorithmic approaches and applications to LIF neuronal model (Q631481) (← links)
• Numerical evaluation of dynamic behavior of Ornstein-Uhlenbeck processes modified by various boundaries and its application to pricing barrier options (Q631490) (← links)
• Two-parameter Lévy processes along decreasing paths (Q633138) (← links)
• Simulation of first-passage times for alternating Brownian motions (Q812973) (← links)
• Closed-form solutions for the first-passage-time problem and neuronal modeling (Q891912) (← links)
• First-passage-time location function: application to determine first-passage-time densities in diffusion processes (Q1023759) (← links)
• On the excursions of drifted Brownian motion and the successive passage times of Brownian motion (Q1619591) (← links)
• The randomized first-hitting problem of continuously time-changed Brownian motion (Q1634350) (← links)
• Gauss-Markov processes in the presence of a reflecting boundary and applications in neuronal models (Q1646179) (← links)
• Generating random variates from PDF of Gauss-Markov processes with a reflecting boundary (Q1662059) (← links)
• Colored noise and a stochastic fractional model for correlated inputs and adaptation in neuronal firing (Q1799435) (← links)
• A fractional PDE for first passage time of time-changed Brownian motion and its numerical solution (Q1989376) (← links)
• Closed form valuation of barrier options with stochastic barriers (Q2151659) (← links)
• On a stochastic neuronal model integrating correlated inputs (Q2160831) (← links)
• An optimal Gauss-Markov approximation for a process with stochastic drift and applications (Q2229551) (← links)
• Asymptotics of two-boundary first-exit-time densities for Gauss-Markov processes (Q2283669) (← links)
• On the construction of a special class of time-inhomogeneous diffusion processes (Q2328730) (← links)
• Restricted Ornstein-Uhlenbeck process and applications in neuronal models with periodic input signals (Q2345649) (← links)
• Gaussian processes and neuronal modeling (Q2461293) (← links)
• Neuron firing in driven nonlinear integrate-and-fire models (Q2643363) (← links)
• On the exit time from open sets of some semi-Markov processes (Q2657906) (← links)
• Approximating the first passage time density from data using generalized Laguerre polynomials (Q2684064) (← links)
• Boundary crossing probabilities for high-dimensional Brownian motion (Q3188586) (← links)
• SOME TIME RANDOM VARIABLES RELATED TO A GOMPERTZ-TYPE DIFFUSION PROCESS (Q3393496) (← links)
• The First-passage Time of the Brownian Motion to a Curved Boundary: an Algorithmic Approach (Q3464423) (← links)
• A characterization of the first hitting time of double integral processes to curved boundaries (Q3516400) (← links)
• A COMPARISON OF ALTERNATIVE APPROACHES TO SUPREMUM-NORM GOODNESS-OF-FIT TESTS WITH ESTIMATED PARAMETERS (Q4979322) (← links)
• On the first hitting time density for a reducible diffusion process (Q4991054) (← links)
• First passage times for some classes of fractional time-changed diffusions (Q5085217) (← links)
• Multiple barrier-crossings of an Ornstein-Uhlenbeck diffusion in consecutive periods (Q5155315) (← links)
• On the first-passage times of certain Gaussian processes, and related asymptotics (Q5155322) (← links)
• Simulation of sample paths for Gauss-Markov processes in the presence of a reflecting boundary (Q5193442) (← links)
• Explicit Bounds for Approximation Rates of Boundary Crossing Probabilities for the Wiener Process (Q5312842) (← links)
• First passage and first exit times for diffusion processes related to a general growth curve (Q6058755) (← links)
• On a time-inhomogeneous diffusion process with discontinuous drift (Q6160607) (← links)