Pages that link to "Item:Q1610840"
From MaRDI portal
The following pages link to A Monte Carlo method for the simulation of first passage times of diffusion processes (Q1610840):
Displaying 31 items.
- Analysis of reflected diffusions via an exponential time-based transformation (Q310026) (← links)
- Approximation of the first passage time density of a Wiener process to an exponentially decaying boundary by two-piecewise linear threshold. Application to neuronal spiking activity (Q335096) (← links)
- A first-passage kinetic Monte Carlo method for reaction-drift-diffusion processes (Q348732) (← links)
- A simple algorithm to generate firing times for leaky integrate-and-fire neuronal model (Q395698) (← links)
- A fast algorithm for the first-passage times of Gauss-Markov processes with Hölder continuous boundaries (Q643719) (← links)
- Neuronal model with distributed delay: analysis and simulation study for gamma distribution memory kernel (Q663939) (← links)
- A Haar-like construction for the Ornstein Uhlenbeck process (Q944969) (← links)
- On the asymptotic behavior of the parameter estimators for some diffusion processes: application to neuronal models (Q1042620) (← links)
- A time estimator in the Monte Carlo method. (Q1594436) (← links)
- Generating random variates from PDF of Gauss-Markov processes with a reflecting boundary (Q1662059) (← links)
- First passage Monte Carlo algorithms for solving coupled systems of diffusion-reaction equations (Q1726536) (← links)
- First hitting time distributions for Brownian motion and regions with piecewise linear boundaries (Q1739356) (← links)
- A Monte Carlo estimation of the mean residence time in cells surrounded by thin layers (Q1996933) (← links)
- Joint distribution of first-passage time and first-passage area of certain Lévy processes (Q2176370) (← links)
- Exact simulation of the first-passage time of diffusions (Q2316185) (← links)
- Simulation of stochastic diffusion via first exit times (Q2374739) (← links)
- An approximate formula for the first-crossing-time density of a Wiener process perturbed by random jumps (Q2389329) (← links)
- Crossing probabilities for diffusion processes with piecewise continuous boundaries (Q2642479) (← links)
- Monte Carlo simulation of killed diffusion (Q2708282) (← links)
- Improved Simulation Techniques for First Exit Time of Neural Diffusion Models (Q2876163) (← links)
- Efficient Estimation of One-Dimensional Diffusion First Passage Time Densities via Monte Carlo Simulation (Q3094686) (← 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)
- An improved technique for the simulation of first passage times for diffusion processes (Q4488761) (← links)
- Stochastic Integrate and Fire Models: A Review on Mathematical Methods and Their Applications (Q4567932) (← links)
- Simulation of sample paths for Gauss-Markov processes in the presence of a reflecting boundary (Q5193442) (← links)
- How Sample Paths of Leaky Integrate-and-Fire Models Are Influenced by the Presence of a Firing Threshold (Q5198605) (← links)
- Joint Densities of First Hitting Times of a Diffusion Process Through Two Time-Dependent Boundaries (Q5415099) (← links)
- Representations of the First Hitting Time Density of an Ornstein-Uhlenbeck Process<sup>1</sup> (Q5711161) (← links)
- Jacobi Processes with Jumps as Neuronal Models: A First Passage Time Analysis (Q6202927) (← links)
- A review of stochastic models of neuronal dynamics: from a single neuron to networks (Q6606789) (← links)
