Pages that link to "Item:Q4364869"
From MaRDI portal
The following pages link to First-passage-time densities for time-non-homogeneous diffusion processes (Q4364869):
Displaying 44 items.
- More general problems on first-passage times for diffusion processes: a new version of the fptdApprox R package (Q278369) (← links)
- First passage densities and boundary crossing probabilities for diffusion processes (Q398798) (← links)
- On the therapy effect for a stochastic growth Gompertz-type model (Q423091) (← links)
- An R package for an efficient approximation of first-passage-time densities for diffusion processes based on the FPTL function (Q440723) (← links)
- Stochastic dynamics and passage times for diffusion approximations (Q628558) (← links)
- First passage time statistics of Brownian motion with purely time dependent drift and diffusion (Q647810) (← links)
- On the numerical evaluation of first-passage-time probability densities for one dimensional diffusion processes (Q684377) (← links)
- Effect of an exponentially decaying threshold on the firing statistics of a stochastic integrate-and-fire neuron (Q776543) (← links)
- Applications of the multi-sigmoidal deterministic and stochastic logistic models for plant dynamics (Q823363) (← links)
- Lie symmetries methods in boundary crossing problems for diffusion processes (Q829565) (← links)
- Trend analysis using nonhomogeneous stochastic diffusion processes. Emission of CO\({}_{2}\); Kyoto protocol in Spain (Q841884) (← links)
- Moments of the first passage time under external driving (Q852141) (← links)
- First-passage-time location function: application to determine first-passage-time densities in diffusion processes (Q1023759) (← links)
- Means action times, time lags, and mean first passage times for some diffusion problems (Q1324736) (← links)
- First passage time distribution of a modified fractional diffusion equation in the semi-infinite interval (Q1618545) (← links)
- A diffusion process to model generalized von Bertalanffy growth patterns: fitting to real data (Q1715279) (← links)
- Inference on some parametric functions in the univariate lognormal diffusion process with exogenous factors (Q1872843) (← links)
- Time-inhomogeneous Feller-type diffusion process with absorbing boundary condition (Q2034635) (← links)
- Qualitative properties of different numerical methods for the inhomogeneous geometric Brownian motion (Q2074883) (← links)
- On the construction of a special class of time-inhomogeneous diffusion processes (Q2328730) (← links)
- The stochastic Rayleigh diffusion model: Statistical inference and computational aspects. applications to modelling of real cases (Q2369192) (← links)
- On the effect of a therapy able to modify both the growth rates in a Gompertz stochastic model (Q2435991) (← links)
- Estimation and prediction of a 2D lognormal diffusion random field (Q2505880) (← links)
- Modeling kinetic non-equilibrium using the first two moments of the residence time distribution (Q2640409) (← links)
- Approximating the first passage time density from data using generalized Laguerre polynomials (Q2684064) (← links)
- (Q3073818) (← links)
- First passage time for a diffusive process under a geometric constraint (Q3301694) (← links)
- SOME TIME RANDOM VARIABLES RELATED TO A GOMPERTZ-TYPE DIFFUSION PROCESS (Q3393496) (← links)
- Mean first passage time for a class of non-Markovian processes (Q3636590) (← links)
- On the evaluation of first-passage-time probability densities via non-singular integral equations (Q3821380) (← links)
- Construction of first-passage-time densities for a diffusion process which is not necessarily time-homogeneous (Q3988134) (← links)
- On two diffusion neuronal models with multiplicative noise: The mean first-passage time properties (Q4565969) (← links)
- Stochastic Integrate and Fire Models: A Review on Mathematical Methods and Their Applications (Q4567932) (← links)
- INFERENCE IN GOMPERTZ-TYPE NONHOMOGENEOUS STOCHASTIC SYSTEMS BY MEANS OF DISCRETE SAMPLING (Q4655447) (← links)
- Non-uniqueness of the first passage time density of Lévy random processes (Q4660394) (← links)
- Pricing and static hedging of European-style double barrier options under the jump to default extended CEV model (Q4683115) (← links)
- First passage times over stochastic boundaries for subdiffusive processes (Q5036094) (← links)
- A unifying approach to first-passage time distributions in diffusing diffusivity and switching diffusion models (Q5053489) (← links)
- First-passage times of multiple diffusing particles with reversible target-binding kinetics (Q5057855) (← links)
- Multiple barrier-crossings of an Ornstein-Uhlenbeck diffusion in consecutive periods (Q5155315) (← links)
- Joint Densities of First Hitting Times of a Diffusion Process Through Two Time-Dependent Boundaries (Q5415099) (← links)
- On Markov chain approximations for computing boundary crossing probabilities of diffusion processes (Q6148883) (← links)
- On a time-inhomogeneous diffusion process with discontinuous drift (Q6160607) (← links)
- On extension of the Markov chain approximation method for computing Feynman-Kac type expectations (Q6630460) (← links)