Stochastic integrate and fire models: a review on mathematical methods and their applications

L Sacerdote, MT Giraudo - … models: with applications to neuronal modeling, 2013 - Springer
Mathematical models are an important tool for neuroscientists. During the last 30 years
many papers have appeared on single neuron description and specifically on stochastic …

Feedback effects of credit ratings

G Manso - Journal of Financial Economics, 2013 - Elsevier
Rating agencies are often criticized for being biased in favor of borrowers, for being too slow
to downgrade following credit quality deterioration, and for being oligopolists. Based on a …

Representations of the first hitting time density of an Ornstein-Uhlenbeck process

L Alili, P Patie, JL Pedersen - Stochastic Models, 2005 - Taylor & Francis
Three expressions are provided for the first hitting time density of an Ornstein-Uhlenbeck
process to reach a fixed level. The first hinges on an eigenvalue expansion involving zeros …

[图书][B] Brownian dynamics at boundaries and interfaces

Z Schuss - 2015 - Springer
Brownian dynamics serve as mathematical models for the diffusive motion of microscopic
particles of various shapes in gaseous, liquid, or solid environments. The renewed interest …

Evaluation of the ultimate performances of a Ca+ single-ion frequency standard

C Champenois, M Houssin, C Lisowski, M Knoop… - Physics Letters A, 2004 - Elsevier
The frequency stability of an optical frequency standard at 729 nm, based on a single
calcium ion, is numerically studied. It is investigated through the Allan deviation, whose …

Modelling and predicting electricity consumption in Spain using the stochastic Gamma diffusion process with exogenous factors

A Nafidi, R Gutiérrez, R Gutiérrez-Sánchez… - Energy, 2016 - Elsevier
The aim of this study is to model electric power consumption during a period of economic
crisis, characterised by declining gross domestic product. A novel aspect of this study is its …

Crossing probabilities for diffusion processes with piecewise continuous boundaries

L Wang, K Pötzelberger - Methodology and Computing in Applied …, 2007 - Springer
We propose an approach to compute the boundary crossing probabilities for a class of
diffusion processes which can be expressed as piecewise monotone (not necessarily one-to …

The decay modes of proton drip-line nuclei with A between 42 and 47

V Borrel, R Anne, D Bazin, C Borcea… - Zeitschrift für Physik A …, 1992 - Springer
Neutron-deficient isotopes with Z= 21 to 26 have been produced as projectile-like fragments
of an intense 58 Ni GANIL beam of 69 MeV/nucleon. The nuclei selected by the upgraded …

Data-driven identification for approximate analytical solution of first-passage problem

X Chen, X Jin, Z Huang - Probabilistic Engineering Mechanics, 2023 - Elsevier
The first-passage problem plays a significant role in engineering performance evaluation
and design optimization. To address general stochastic dynamical systems, a data-driven …

Stochastic model analysis of cancer oncolytic virus therapy: estimation of the extinction mean times and their probabilities

BI Camara, H Mokrani, A Diouf, I Sané, AS Diallo - Nonlinear Dynamics, 2022 - Springer
In this paper, we propose a mathematical model on the oncolytic virotherapy incorporating
virus-specific cytotoxic T lymphocyte (CTL) response, which contribute to killing infected …