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Stochastic dynamics and passage times for diffusion approximations

✍ Scribed by P. R. Vittal; T. Jagadesan; V. Muralidhar


Book ID
107668155
Publisher
Springer-Verlag
Year
2008
Tongue
English
Weight
147 KB
Volume
16
Category
Article
ISSN
0971-3514

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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