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FIRST PASSAGE TIME PROBLEMS AND SOME RELATED COMPUTATIONAL METHODS
FIRST PASSAGE TIME PROBLEMS AND SOME RELATED COMPUTATIONAL METHODS
- 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