Motivated by the interest of first passage time problems in neurobiology and in a variety of applied fields, we study the solution of first passage time equations for the Wiener and the Ornstein Uhlenbeck process both in the general case of time dependent threshold functions. Some computational results obtained by two different numerical methods are reported and briefly discussed.
First passage time problems and related computational methods / L., FAVELLA L; M. T., Reineri; Ricciardi, LUIGI MARIA; L., Sacerdote. - In: CYBERNETICS AND SYSTEMS. - ISSN 0196-9722. - STAMPA. - 13:(1982), pp. 95-128. [10.1080/01969728208927693]
First passage time problems and related computational methods
RICCIARDI, LUIGI MARIA;
1982
Abstract
Motivated by the interest of first passage time problems in neurobiology and in a variety of applied fields, we study the solution of first passage time equations for the Wiener and the Ornstein Uhlenbeck process both in the general case of time dependent threshold functions. Some computational results obtained by two different numerical methods are reported and briefly discussed.File in questo prodotto:
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