Evaluation of neuronal firing densities via simulation of a jump-diffusion process

We consider a stochastic neuronal model in which the time evolution of the membrane potential is described by a Wiener process perturbed by random jumps driven by a counting process. We consider the first-crossing-time problem through a constant boundary for such a process, in order to describe the firing activity of the model neuron. We build up a new simulation procedure for the construction of firing densities estimates.