A simple method to calculate first-passage time densities with arbitrary initial conditions
نویسندگان
چکیده
منابع مشابه
A simple method to calculate first-passage time densities with arbitrary initial conditions
Numerous applications all theway frombiology and physics to economics depend on the density of first crossings over a boundary.Motivated by the lack of general purpose analytical tools for computingfirst-passage time densities (FPTDs) for complex problems, we propose a new simple method based on the independent interval approximation (IIA).We generalise previous formulations of the IIA to inclu...
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ژورنال
عنوان ژورنال: New Journal of Physics
سال: 2016
ISSN: 1367-2630
DOI: 10.1088/1367-2630/18/6/063019