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Simulation of First-Passage Times for Alternating Brownian Motions

✍ Scribed by A. Di Crescenzo; E. Di Nardo; L. M. Ricciardi


Publisher
Springer US
Year
2005
Tongue
English
Weight
423 KB
Volume
7
Category
Article
ISSN
1387-5841

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First-passage-time problem for simulated
✍ Petr LΓ‘nskΓ½; VΔ›ra LΓ‘nskΓ‘ πŸ“‚ Article πŸ“… 1994 πŸ› Elsevier Science 🌐 English βš– 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