Pages that link to "Item:Q5711161"

The following pages link to Representations of the First Hitting Time Density of an Ornstein-Uhlenbeck Process¹ (Q5711161):

Displaying 50 items.

• Optimal control with restrictions for a diffusion risk model under constant interest force (Q253085) (← links)
• A new firing paradigm for integrate and fire stochastic neuronal models (Q335094) (← 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)
• On bounds for solutions of monotonic first-order difference-differential systems (Q371016) (← links)
• A transformation approach to modelling multi-modal diffusions (Q393584) (← 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)
• A note on transition density for the reflected Ornstein-Uhlenbeck process (Q419183) (← links)
• Hitting time in Erlang loss systems with moving boundaries (Q475138) (← links)
• Systems reliability in case of regenerative flow of elements failures (Q612111) (← links)
• A fast algorithm for the first-passage times of Gauss-Markov processes with Hölder continuous boundaries (Q643719) (← links)
• First passage time law for some Lévy processes with compound Poisson: existence of a density (Q654399) (← links)
• Valuation of contingent claims with mortality and interest rate risks (Q732668) (← links)
• Bachelier model with stopping time and its insurance application (Q784430) (← links)
• Lie symmetries methods in boundary crossing problems for diffusion processes (Q829565) (← links)
• Discretely monitored first passage problems and barrier options: an eigenfunction expansion approach (Q889625) (← links)
• First passage times of two-dimensional correlated processes: analytical results for the Wiener process and a numerical method for diffusion processes (Q898953) (← links)
• A Haar-like construction for the Ornstein Uhlenbeck process (Q944969) (← links)
• A unified treatment of dividend payment problems under fixed cost and implementation delays (Q966425) (← links)
• Boundary-crossing identities for diffusions having the time-inversion property (Q966509) (← links)
• A review of the methods for signal estimation in stochastic diffusion leaky integrate-and-fire neuronal models (Q999378) (← links)
• On the excursion theory for linear diffusions (Q1000331) (← links)
• On the asymptotic behavior of the parameter estimators for some diffusion processes: application to neuronal models (Q1042620) (← links)
• First hitting place distributions for the Ornstein-Uhlenbeck process (Q1380663) (← links)
• Explicit form of the first-passage-time density for accelerating subdiffusion (Q1619176) (← links)
• On the computation of the survival probability of Brownian motion with drift in a closed time interval when the absorbing boundary is a step function (Q1657921) (← links)
• Reliability of signal transmission in stochastic nerve axon equations (Q1704962) (← links)
• Random locations of periodic stationary processes (Q1730936) (← links)
• A clarification note about hitting times densities for Ornstein-Uhlenbeck processes (Q1776005) (← links)
• Modeling record-breaking stock prices (Q1782591) (← links)
• The first passage time and the dividend value function for one-dimensional diffusion processes between two reflecting barriers (Q1929687) (← links)
• A correction note on the first passage time of an Ornstein-Uhlenbeck process to a boundary (Q1979085) (← links)
• Time and place of the maximum for one-dimensional diffusion bridges and meanders (Q2039761) (← links)
• Variational formulas for the exit time of hunt processes generated by semi-Dirichlet forms (Q2132543) (← links)
• Moderate deviations for drift parameter estimations in reflected Ornstein-Uhlenbeck process (Q2135208) (← links)
• Unstable state decay in non-Markovian heat baths and weak signals detection (Q2162067) (← links)
• The non linear dynamics of retinal waves (Q2167997) (← links)
• Stochastic von Bertalanffy models, with applications to fish recruitment (Q2209146) (← links)
• Travelling waves for reaction-diffusion equations forced by translation invariant noise (Q2222788) (← links)
• Fokker-Planck and Fortet equation-based parameter estimation for a leaky integrate-and-fire model with sinusoidal and stochastic forcing (Q2251600) (← links)
• Parameter identification and uncertainty quantification in stochastic state space models and its application to texture analysis (Q2273068) (← links)
• Mixed-mode oscillations in a stochastic, piecewise-linear system (Q2276163) (← links)
• Existence and regularity of law density of a pair (diffusion, first component running maximum) (Q2322681) (← links)
• On the construction of a special class of time-inhomogeneous diffusion processes (Q2328730) (← links)
• Audiovisual detection at different intensities and delays (Q2332848) (← links)
• The estimates of the mean first exit time from a ball for the \(\alpha \)-stable Ornstein-Uhlenbeck processes (Q2381973) (← links)
• Output stream of leaky integrate-and-fire neuron without diffusion approximation (Q2396599) (← links)
• Optimal risk-averse timing of an asset sale: trending versus mean-reverting price dynamics (Q2422122) (← links)
• On a mean reverting dividend strategy with Brownian motion (Q2445337) (← links)
• A result on the first-passage time of an Ornstein-Uhlenbeck process (Q2471253) (← links)