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FIRST PASSAGE TIME PROBLEMS AND SOME RELATED COMPUTATIONAL METHODS

FIRST PASSAGE TIME PROBLEMS AND SOME RELATED COMPUTATIONAL METHODS

Authors :
Favella, L.
Reineri, M. T.
Ricciardi, L. M.
Sacerdote, L.
Source :
Cybernetics & Systems; April 1982, Vol. 13 Issue: 2 p95-128, 34p
Publication Year :
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.

Details

Language :
English
ISSN :
01969722 and 10876553
Volume :
13
Issue :
2
Database :
Supplemental Index
Journal :
Cybernetics & Systems
Publication Type :
Periodical
Accession number :
ejs11304963
Full Text :
https://doi.org/10.1080/01969728208927693