作者
Alessia Civallero, Cristina Zucca
发表日期
2019/3/12
期刊
arXiv preprint arXiv:1903.04927
简介
The Inverse First Passage time problem seeks to determine the boundary corresponding to a given stochastic process and a fixed first passage time distribution. Here, we determine the numerical solution of this problem in the case of a two dimensional Gauss-Markov diffusion process. We investigate the boundary shape corresponding to Inverse Gaussian or Gamma first passage time distributions for different choices of the parameters, including heavy and light tails instances. Applications in neuroscience framework are illustrated.
引用总数
20192020202120222023112