Mathematical models are an important tool for neuroscientists. During the last 30 years
many papers have appeared on single neuron description and specifically on stochastic …

In the end of Chapter I we have seen that the optimal stopping problem for a Markov process
X with the value function V is equivalent to the problem of finding the smallest …

Mathematical finance has grown into a huge area of research which requires a lot of care
and a large number of sophisticated mathematical tools. The subject draws upon quite …

Rating agencies are often criticized for being biased in favor of borrowers, for being too slow
to downgrade following credit quality deterioration, and for being oligopolists. Based on a …

A large class of statistical decision models for performance in simple information processing
tasks can be described by linear, first-order, stochastic differential equations (SDEs), whose …

Visual psychophysics has shown that the perceptual representation of a stimulus has
complex time-varying properties that depend on the response characteristics of the channel …

The first-passage-time pdf through a time-dependent boundary for one-dimensional
diffusion processes is proved to satisfy a new Volterra integral equation of the second kind …

Random Times and Enlargements of Filtrations in a Brownian Setting Page 1 Roger Mansuy
Marc Yor Lecture Notes in Mathematics Random Times and Enlargements of Filtrations in a …

During inflation, vacuum quantum fluctuations are amplified and stretched to astrophysical
distances. They give rise to fluctuations in the cosmic microwave background (CMB) …

The asymptotic behaviour of the first-passage-time pdf through a constant boundary for an
Ornstein–Uhlenbeck process is investigated for large boundaries. It is shown that an …