Scientiae Mathematicae Japonicae
Online ISSN : 1346-0447
ON THE CONSTRUCTION OF FIRST-PASSAGE-TIME DENSITIES FOR DIFFUSION PROCESSES.
Virginia GiornoAmelia G. NobileEnrica PirozziLuigi M. Ricciardi
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2006 Volume 64 Issue 2 Pages 277-298

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Abstract
A new method for constructing first-passage-time probability density functions in the case of regular one-dimensional time homogeneous diffusion processes restricted between constant boundaries is proposed. Some diffusion processes of particular interest in neuronal modeling are considered and thoroughly discusses.
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© 2006 International Society for Mathematical Sciences
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