FIRST PASSAGE TIME PROBLEMS AND SOME RELATED COMPUTATIONAL METHODS

DOI10.1080/01969728208927693zbMath0499.60087OpenAlexW2041366733MaRDI QIDQ3965368

L. F. Favella, M. T. Reineri, Luigi M. Ricciardi, Laura Sacerdote

Publication date: 1982

Published in: Cybernetics and Systems (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/01969728208927693

zbMATH Keywords

numerical methodsfirst passage timeOrnstein-Uhlenbeck processes

Mathematics Subject Classification ID

Brownian motion (60J65) Applications of Brownian motions and diffusion theory (population genetics, absorption problems, etc.) (60J70) Other natural sciences (mathematical treatment) (92F05)

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Cites Work

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• Diffusion approximation and first passage time problem for a model neuron
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• On the First Passage Time Probability Problem
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