×

First passage time problems and some related computational methods. (English) Zbl 0499.60087


MSC:

60J70 Applications of Brownian motions and diffusion theory (population genetics, absorption problems, etc.)
60J65 Brownian motion
92F05 Other natural sciences (mathematical treatment)
PDFBibTeX XMLCite
Full Text: DOI

References:

[1] Abramowitz M. and Stegun I.A. , 1964 ,Handbook of mathematics, New York · Zbl 0171.38503
[2] Anderssen R.S., J. Appl. Prob 10 pp 409– (1973) · Zbl 0261.65089 · doi:10.2307/3212357
[3] Capocelli R.M., Kybernetik 8 pp 214– (1971) · Zbl 0224.92008 · doi:10.1007/BF00288750
[4] Cox J.R., The theory of stochastic processes (1965) · Zbl 0149.12902
[5] Daniels H.E., J. Appl. Prob 6 pp 399– (1969) · Zbl 0209.19702 · doi:10.2307/3212009
[6] De Griffi E.M. and Favella L.F. , 1978 ,On a weakly singular Volterra integral equation. Rome Pubblicazione IAC , p. 167 · Zbl 0586.65094
[7] Doob J.L., Ann. Math 43 pp 351– (1949) · Zbl 0063.01145 · doi:10.2307/1968873
[8] Durbin J., J. Appl. Prob 8 pp 431– (1971) · Zbl 0225.60037 · doi:10.2307/3212169
[9] Fortet R., J. Math. Pures Appl 22 pp 177– (1943)
[10] Gerstein G.L., Biophys. J 4 pp 41– (1964) · doi:10.1016/S0006-3495(64)86768-0
[11] Gluss B.A., A model for neuron firing with exponential decay of potentialb resulting in diffusion equations for probability density
[12] Holden A.V., Models of the stochastic activity of neurons. Lecture Notes in Biomathematics (1976) · Zbl 0353.92001 · doi:10.1007/978-3-642-46345-7
[13] Johannesma P.I.M., In Neural networks pp 116– (1968) · doi:10.1007/978-3-642-87596-0_11
[14] Levy P., Processus stochastiques et mouvement Brownien (1948)
[15] Mikhlin S.G., Approximate methods for solution of differential and integral equations (1967) · Zbl 0159.20702
[16] Ricciardi L.M., Biol Cyb 24 pp 237– (1976) · Zbl 0342.92004 · doi:10.1007/BF00335984
[17] Ricciardi L.M., J. Math. Analysis Appl 54 pp 185– (1976) · Zbl 0361.60043 · doi:10.1016/0022-247X(76)90244-4
[18] Ricciardi L.M., Lecture Notes in Biomathematics (1977)
[19] Ricciardi L.M., Biol. Cyb 35 (1979) · Zbl 0414.92010 · doi:10.1007/BF01845839
[20] Roy B., Bull. Math. Biophys 31 pp 341– (1969) · Zbl 0172.45402 · doi:10.1007/BF02477011
[21] Siegert A.J.F., Phys. Rev 81 pp 617– (1951) · Zbl 0045.28504 · doi:10.1103/PhysRev.81.617
[22] Stevens C.F., Biophys. J 4 pp 417– (1964) · doi:10.1016/S0006-3495(64)86792-8
[23] Sugiyama H., Math. Biosc 8 pp 323– (1964) · Zbl 0202.19301 · doi:10.1016/0025-5564(70)90115-X
This reference list is based on information provided by the publisher or from digital mathematics libraries. Its items are heuristically matched to zbMATH identifiers and may contain data conversion errors. In some cases that data have been complemented/enhanced by data from zbMATH Open. This attempts to reflect the references listed in the original paper as accurately as possible without claiming completeness or a perfect matching.