A note on the moments of the first-passage time of the Ornstein-Uhlenbeck process with a reflecting boundary
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Publication:1977704
zbMath0954.60067MaRDI QIDQ1977704
Shunsuke Sato, Junko Inoue, Luigi M. Ricciardi
Publication date: 18 May 2000
Published in: Ricerche di Matematica (Search for Journal in Brave)
Neural biology (92C20) Population dynamics (general) (92D25) Applications of Brownian motions and diffusion theory (population genetics, absorption problems, etc.) (60J70)
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Analysis of reflected diffusions via an exponential time-based transformation ⋮ On the evaluation of firing densities for periodically driven neuron models ⋮ On the densities of certain bounded diffusion processes ⋮ Simulation of sample paths for Gauss-Markov processes in the presence of a reflecting boundary ⋮ Piecewise-tunneled captive processes and corridored random particle systems ⋮ Restricted Ornstein-Uhlenbeck process and applications in neuronal models with periodic input signals
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