Diffusion approximation and first passage time problem for a model neuron

A diffusion equation for the transition p.d.f. describing the time evolution of the membrane potential for a model neuron, subjected to a Poisson input, is obtained, without breaking up the continuity of the underlying random function. The transition p.d.f. is calculated in a closed form and the average firing interval is determined by using the steady-state limiting expression of the transition p.d.f. The Laplace transform of the first passage time p.d.f. is then obtained in terms of Parabolic Cylinder Functions as solution of a Weber equation, satisfying suitable boundary conditions. A continuous input model is finally investigated.