A new method for constructing first-passage-time probability density functions in the case of regular one-dimensional time homogeneous diffusion processes restricted between constant boundaries is proposed. Some diffusion processes of particular interest in neuronal modeling are considered and thoroughly discusses.
On the construction of first-passage-time densities for diffusion processes / V., Giorno; A. G., Nobile; Pirozzi, Enrica; Ricciardi, LUIGI MARIA. - In: SCIENTIAE MATHEMATICAE JAPONICAE. - ISSN 1346-0862. - STAMPA. - 64:2(2006), pp. 277-298.
On the construction of first-passage-time densities for diffusion processes
PIROZZI, ENRICA;RICCIARDI, LUIGI MARIA
2006
Abstract
A new method for constructing first-passage-time probability density functions in the case of regular one-dimensional time homogeneous diffusion processes restricted between constant boundaries is proposed. Some diffusion processes of particular interest in neuronal modeling are considered and thoroughly discusses.File in questo prodotto:
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