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