The First Passage Time Problem for Gauss-Diffusion Processes: Algorithmic Approaches and Applications to LIF Neuronal Model

2009 ◽  
Vol 13 (1) ◽  
pp. 29-57 ◽  
Author(s):  
Aniello Buonocore ◽  
Luigia Caputo ◽  
Enrica Pirozzi ◽  
Luigi M. Ricciardi
2011 ◽  
Vol 43 (01) ◽  
pp. 264-275 ◽  
Author(s):  
Jing-Sheng Song ◽  
Paul Zipkin

We propose an approximation for the inverse first passage time problem. It is similar in spirit and method to the tangent approximation for the original first passage time problem. We provide evidence that the technique is quite accurate in many cases. We also identify some cases where the approximation performs poorly.


1970 ◽  
Vol 47 (1B) ◽  
pp. 393-394 ◽  
Author(s):  
Jann‐Nan Yang ◽  
Masanobu Shinozuka

1989 ◽  
Vol 55 (1-2) ◽  
pp. 435-439 ◽  
Author(s):  
George H. Weiss ◽  
Shlomo Havlin ◽  
Ofer Matan

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