… Various applications are indicated. … suspensions [11]; the associated techniques being
developed explicitly in [12… the key results relating to the first passage time T. As mentioned above, …

… The Ornstein–Uhlenbeck process arises from a leaky … The first-hitting time density is not
tractable, so we use its … Next, our numerical work indicates that the OU first passage time pdfs are …

… The Ornstein–Uhlenbeck process indeed allows unlimited … Finally, we stress that, despite
the application in the context of … some jump distribution that depends on the inverse of \(\mu\) or …

… the first-passage time of X(t) through zero and its first-passage … in biological modeling
concerning neuronal activity, and in … a constant barrier x is the inverse Gaussian density, namely (…

… OU process is used to study neuronal activity [1] and the time-… \) for the first time is variously
called the first hitting time or first … 2d we show that the numerical solution with two boundaries …

… The paper focuses on an approximation of the first passage time probability density function
… Then we apply our method to different case studies inspired by neuronal and financial …

… technique by application to Wiener and Ornstein–Uhlenbeck … For the Ornstein–Uhlenbeck
process defined by (2), we … The first passage time of a sandwiched smooth boundary will occur …

… first passage distributions and neural modelling applications. … We define also a process Γ(s,t)
with inverse time by setting Γ(s… and ℓ1 of the first passage time T(x,y), (14). We will consider …

… been proposed based on ideas of neural plausibility, such as models with evidence leakage
(eg, the Ornstein–Uhlenbeck model [47]; see also [16], [19]), boundaries that collapse over …

… and of the Wiener and the Ornstein–Uhlenbeck processes … , a property that in the neuronal
models allows the inclusion of … by performing the inverse LT to the second expression in (36) …