Pages that link to "Item:Q3821380"
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The following pages link to On the evaluation of first-passage-time probability densities via non-singular integral equations (Q3821380):
Displaying 37 items.
- More general problems on first-passage times for diffusion processes: a new version of the fptdApprox R package (Q278369) (← links)
- A new firing paradigm for integrate and fire stochastic neuronal models (Q335094) (← links)
- A simple algorithm to generate firing times for leaky integrate-and-fire neuronal model (Q395698) (← links)
- First passage densities and boundary crossing probabilities for diffusion processes (Q398798) (← links)
- An R package for an efficient approximation of first-passage-time densities for diffusion processes based on the FPTL function (Q440723) (← links)
- A stochastic model of cancer growth subject to an intermittent treatment with combined effects: reduction in tumor size and rise in growth rate (Q486640) (← links)
- On the densities of certain bounded diffusion processes (Q547272) (← links)
- The first passage time problem for Gauss-diffusion processes: algorithmic approaches and applications to LIF neuronal model (Q631481) (← links)
- On the numerical evaluation of first-passage-time probability densities for one dimensional diffusion processes (Q684377) (← links)
- Simulation of first-passage times for alternating Brownian motions (Q812973) (← links)
- First integrals in the diffusion approximation scheme (Q958883) (← links)
- First-passage-time location function: application to determine first-passage-time densities in diffusion processes (Q1023759) (← links)
- On the asymptotic behavior of the parameter estimators for some diffusion processes: application to neuronal models (Q1042620) (← links)
- Stochastic dynamic models of response time and accuracy: A foundation primer (Q1584805) (← links)
- Gauss-Markov processes in the presence of a reflecting boundary and applications in neuronal models (Q1646179) (← links)
- Some conditional crossing results of Brownian motion over a piecewise-linear boundary (Q1871214) (← links)
- On the comparison of Feller and Ornstein-Uhlenbeck models for neural activity (Q1902608) (← links)
- On some integral equations for the evaluation of first-passage-time densities of time-inhomogeneous birth-death processes (Q2113705) (← links)
- Exact simulation of the first-passage time of diffusions (Q2316185) (← 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)
- The first passage time density of Ornstein-Uhlenbeck process with continuous and impulsive excitations (Q2410408) (← links)
- On the effect of a therapy able to modify both the growth rates in a Gompertz stochastic model (Q2435991) (← links)
- Crossing probabilities for diffusion processes with piecewise continuous boundaries (Q2642479) (← links)
- Approximating the first passage time density from data using generalized Laguerre polynomials (Q2684064) (← links)
- A note on the evaluation of first-passage-time probability densities (Q3317848) (← 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)
- On first-passage-time and transition densities for strongly symmetric diffusion processes (Q4343829) (← links)
- An improved technique for the simulation of first passage times for diffusion processes (Q4488761) (← links)
- Pricing and static hedging of European-style double barrier options under the jump to default extended CEV model (Q4683115) (← links)
- Estimation in Discretely Observed Diffusions Killed at a Threshold (Q4923054) (← links)
- On first–crossing times of one–dimensional diffusions over two time–dependent boundaries (Q4949460) (← links)
- Multiple barrier-crossings of an Ornstein-Uhlenbeck diffusion in consecutive periods (Q5155315) (← links)
- First passage and first exit times for diffusion processes related to a general growth curve (Q6058755) (← links)
- On Markov chain approximations for computing boundary crossing probabilities of diffusion processes (Q6148883) (← links)
- On short-term loan interest rate models: a first passage time approach (Q6156678) (← links)
