[HTML][HTML] First-passage times and optimal control of integrated jump-diffusion processes
M Lefebvre - Fractal and Fractional, 2023 - mdpi.com
Let Y (t) be a one-dimensional jump-diffusion process and X (t) be defined by d X (t)= ρ [X (t),
Y (t)] dt, where ρ (·,·) is either a strictly positive or negative function. First-passage-time …
Y (t)] dt, where ρ (·,·) is either a strictly positive or negative function. First-passage-time …
Jacobi processes with jumps as neuronal models: A first passage time analysis
To overcome some limits of classical neuronal models, we propose a Markovian
generalization of the classical model based on Jacobi processes by introducing downwards …
generalization of the classical model based on Jacobi processes by introducing downwards …