The Inverse First Passage time method for a two dimensional Ornstein Uhlenbeck process with neuronal application

The Inverse First Passage time problem seeks to determine the boundary corresponding to a given stochastic process and a fixed first passage time distribution. Here, we determine the numerical solution of this problem in the case of a two dimensional Gauss-Markov diffusion process. We investigate th...

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Bibliographic Details
Main Authors: Alessia Civallero, Cristina Zucca
Format: Article
Language:English
Published: AIMS Press 2019-09-01
Series:Mathematical Biosciences and Engineering
Subjects:
Online Access:https://www.aimspress.com/article/10.3934/mbe.2019412?viewType=HTML