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.
2006
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.
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Utilizza questo identificativo per citare o creare un link a questo documento: https://hdl.handle.net/11588/109638
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