Statistical study of the inverse first passage time algorithm

L Sacerdote, C Zucca - Noise and Fluctuations in Photonics …, 2007 - spiedigitallibrary.org
Applying the Inverse First Passage Time Algorithm we then … the OrnsteinUhlenbeck
process. The choice of this diffusion … in an OrnsteinUhlenbeck neuronal model,” Sci. Math. Jpn. …

On the first-passage time of an integrated Gauss-Markov process

M Abundo - Scientiae Mathematicae Japonicae, 2016 - jstage.jst.go.jp
… represents the time average of the neural voltage in the interval [0… Furthermore, as an
application in Economy, one can … On the contrary, our approach is based on the properties of …

[HTML][HTML] On the cumulants of the first passage time of the Inhomogeneous Geometric Brownian motion

E Di Nardo, G D'Onofrio - Mathematics, 2021 - mdpi.com
… To apply this method, the starting point is the availability of a … from two fields of application
of the IGBM: neuronal modeling … depolarization between two consecutive neuronal spikes in …

First-passage and first-exit times of a Bessel-like stochastic process

E Martin, U Behn, G Germano - Physical Review E, 2011 - APS
… We speak of a first-passage time when the random variable … Problems such as neuron
dynamics, self-organized criticality, or … Ornstein-Uhlenbeck process in one dimension [27]. Using …

Modeling neural activity using the generalized inverse Gaussian distribution

S Iyengar, Q Liao - Biological cybernetics, 1997 - Springer
… the spike corresponds to its first passage time to a boundary, … We also apply this technique
to spike trains simulated from … are the Wiener and Ornstein-Uhlenbeck processes; the latter …

Limit at zero of the first-passage time density and the inverse problem for one-dimensional diffusions

M Abundo - Stochastic analysis and applications, 2006 - Taylor & Francis
… for neuron activity [Citation17; Citation18]. It … methods were applied to Ornstein-Uhlenbeck
process (OU), by using a suitable space-time transformation which changes the OU process

A characterization of the first hitting time of double integral processes to curved boundaries

J Touboul, O Faugeras - Advances in Applied Probability, 2008 - cambridge.org
… (spike time distribution of an integrate-and-fire neuron with … the approximation method of
the first hitting time of the IWP to … In this subsection we apply Girsanov’s theorem to transform …

Applications of the reflected Ornstein-Uhlenbeck process

W Ha - 2009 - search.proquest.com
… We find the first passage time density given ISIs using numerical … the neuron follows a
reflected Ornstein-Uhlenbeck process, we study the first-passage time (FPT) density of this process

Survival probability and first-passage-time statistics of a Wiener process driven by an exponential time-dependent drift

E Urdapilleta - Physical Review E, 2011 - APS
… The Wiener process and the OrnsteinUhlenbeck process are idealized statistical descriptions
that apply to many … This process can also be used to model a neuron with an exponential …

On the inverse first-passage-time problem for a Wiener process

C Zucca, L Sacerdote - The Annals of Applied Probability, 2009 - JSTOR
method solves a Volterra integral e kind derived from the Fortet equation but characterized
by a no Section 7 we apply this method … in an Ornstein-Uhlenbeck neuronal model. Sci. Math. …