A large literature concerns First Passage Time problems (FPT) for one dimensional diffusion
processes through constant or time dependent boundaries. Analytical, numerical as well as …

Given a two-dimensional correlated diffusion process, we determine the joint density of the
first passage times of the process to some constant boundaries. This quantity depends on …

Given a two-dimensional correlated diffusion process, we determine the joint density of the
first passage times of the process to some constant boundaries. This quantity depends on …

Time non-homogeneous Feller-type and Ornstein-Uhlenbeck diffusion processes are
considered for modeling the neuronal activity in the presence of time-varying input signals …

We consider a bivariate diffusion process and we study the first passage time of one
component through a boundary. We prove that its probability density is the unique solution …

We determine the joint distribution of the exit times from a twodimensional strip of a bivariate
diffusion process. We consider two different situations; crossing or absorbing boundaries. In …

First passage time problems for diffusion processes have been extensively investigated to
model neuronal firing activity or extinction times in population dynamics (see, for instance …

Abstract The Gauss–Diffusion processes are here considered and some relations between
their infinitesimal moments and mean and covariance functions are remarked. The …

In neuroscience, the distribution of a decision time is modelled by means of a one-
dimensional Fokker–Planck equation with time-dependent boundaries and space-time …

We consider a bivariate Gauss–Markov process and we study the first passage time of one
component through a constant boundary. We prove that its probability density function is the …