First-passage-time problem for simulated
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Petr LΓ‘nskΓ½; VΔra LΓ‘nskΓ‘
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Article
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1994
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Elsevier Science
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English
β 930 KB
Solving the first-passage-time problem for one-dimensional stochastic diffusion processes is a task with many applications in biomedical research. It has been noted (Musila and L&nsky, Int. /. Biomed. Cornput. 31,233-245,1992) that the first-passage time is overestimated if computed as the time when