ON THE CONSTRUCTION OF FIRST-PASSAGE-TIME DENSITIES FOR DIFFUSION PROCESSES.
2006 年 64 巻 2 号 p. 277-298
詳細
2006 年 64 巻 2 号 p. 277-298
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.
